Goldman Sachs Call 120 ALV 21.06.2024
/ DE000GQ8ZKU0
Goldman Sachs Call 120 ALV 21.06..../ DE000GQ8ZKU0 /
| 2024-05-21 9:57:27 AM |
Chg.+0.080 |
Bid5:42:22 PM |
Ask5:42:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+14.04% |
0.680
Bid Size: 10,000 |
0.750
Ask Size: 10,000 |
Autoliv Inc |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ8ZKU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
16.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.49 |
| Time value: |
0.21 |
| Break-even: |
117.49 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.07 |
| Spread %: |
11.11% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
11.87 |
| Rho: |
0.06 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.30% |
| 1 Month |
|
|
+124.14% |
| 3 Months |
|
|
+58.54% |
| YTD |
|
|
+27.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.430 |
| 1M High / 1M Low: |
0.720 |
0.360 |
| 6M High / 6M Low: |
0.880 |
0.230 |
| High (YTD): |
2024-03-14 |
0.880 |
| Low (YTD): |
2024-01-24 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.451 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.91% |
| Volatility 6M: |
|
224.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
