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Goldman Sachs Call 140 ALV 21.06..../  DE000GQ8ZKT2  /

EUWAX
2024-06-03  9:18:04 AM Chg.+0.010 Bid12:25:55 PM Ask12:25:55 PM Underlying Strike price Expiration date Option type
0.040EUR +33.33% 0.040
Bid Size: 10,000		 0.110
Ask Size: 3,000		 Autoliv Inc 140.00 USD 2024-06-21 Call
 

Master data

WKN: GQ8ZKT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Autoliv Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 108.84
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.24
Parity: -1.15
Time value: 0.11
Break-even: 130.08
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 6.80
Spread abs.: 0.07
Spread %: 184.21%
Delta: 0.18
Theta: -0.09
Omega: 19.98
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -20.00%
3 Months
  -66.67%
YTD
  -71.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.030
1M High / 1M Low: 0.080 0.024
6M High / 6M Low: 0.260 0.024
High (YTD): 2024-03-25 0.260
Low (YTD): 2024-05-15 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,015.31%
Volatility 6M:   484.18%
Volatility 1Y:   -
Volatility 3Y:   -