Goldman Sachs Call 100 ALV 21.06.2024
/ DE000GQ8ZL14
Goldman Sachs Call 100 ALV 21.06..../ DE000GQ8ZL14 /
| 2024-05-21 9:57:27 AM |
Chg.+0.09 |
Bid12:37:16 PM |
Ask12:37:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
+3.95% |
2.36
Bid Size: 3,000 |
2.46
Ask Size: 3,000 |
Autoliv Inc |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ8ZL1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.24 |
| Parity: |
2.33 |
| Time value: |
0.09 |
| Break-even: |
116.28 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
4.31% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
4.43 |
| Rho: |
0.07 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.79% |
| 1 Month |
|
|
+62.33% |
| 3 Months |
|
|
+71.74% |
| YTD |
|
|
+58.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
2.07 |
| 1M High / 1M Low: |
2.46 |
1.68 |
| 6M High / 6M Low: |
2.46 |
0.84 |
| High (YTD): |
2024-05-17 |
2.46 |
| Low (YTD): |
2024-01-24 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.62% |
| Volatility 6M: |
|
121.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
