Goldman Sachs Call 100 GPN 17.01.2025
/ DE000GQ7V8T8
Goldman Sachs Call 100 GPN 17.01..../ DE000GQ7V8T8 /
| 2024-05-21 9:26:41 AM |
Chg.-0.12 |
Bid7:27:41 PM |
Ask7:27:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-7.50% |
1.44
Bid Size: 5,000 |
1.49
Ask Size: 5,000 |
Global Payments Inc |
100.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
GQ7V8T |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Global Payments Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.68 |
| Time value: |
0.90 |
| Break-even: |
107.88 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
6.76% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
4.28 |
| Rho: |
0.34 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.90% |
| 1 Month |
|
|
-45.39% |
| 3 Months |
|
|
-56.34% |
| YTD |
|
|
-55.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.60 |
| 1M High / 1M Low: |
3.19 |
1.60 |
| 6M High / 6M Low: |
4.22 |
1.60 |
| High (YTD): |
2024-02-15 |
4.22 |
| Low (YTD): |
2024-05-20 |
1.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.53% |
| Volatility 6M: |
|
87.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
