Goldman Sachs Call 14 GOLD 21.06.2024
/ DE000GQ2MAC0
Goldman Sachs Call 14 GOLD 21.06..../ DE000GQ2MAC0 /
| 2024-05-31 10:44:01 AM |
Chg.+0.33 |
Bid6:02:26 PM |
Ask6:02:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
+12.64% |
2.84
Bid Size: 30,000 |
2.86
Ask Size: 30,000 |
Barrick Gold Corpora... |
14.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ2MAC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.27 |
| Parity: |
2.87 |
| Time value: |
0.13 |
| Break-even: |
15.93 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
2.04% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
4.82 |
| Rho: |
0.01 |
Quote data
| Open: |
2.94 |
| High: |
2.94 |
| Low: |
2.94 |
| Previous Close: |
2.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
-2.33% |
| 3 Months |
|
|
+145.00% |
| YTD |
|
|
-28.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
2.61 |
| 1M High / 1M Low: |
3.90 |
2.35 |
| 6M High / 6M Low: |
4.41 |
1.16 |
| High (YTD): |
2024-04-12 |
4.05 |
| Low (YTD): |
2024-02-23 |
1.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.62% |
| Volatility 6M: |
|
174.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
