Goldman Sachs Call 140 ALV 21.06.2024
/ DE000GQ8ZKT2
Goldman Sachs Call 140 ALV 21.06..../ DE000GQ8ZKT2 /
2024-05-21 9:57:27 AM |
Chg.-0.010 |
Bid7:12:17 PM |
Ask7:12:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
-20.00% |
0.068 Bid Size: 10,000 |
0.098 Ask Size: 10,000 |
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: |
96.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.24 |
Parity: |
-1.36 |
Time value: |
0.12 |
Break-even: |
130.11 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
3.13 |
Spread abs.: |
0.07 |
Spread %: |
140.00% |
Delta: |
0.18 |
Theta: |
-0.06 |
Omega: |
17.38 |
Rho: |
0.02 |
Quote data
Open: |
0.040 |
High: |
0.040 |
Low: |
0.040 |
Previous Close: |
0.050 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-55.56% |
3 Months |
|
|
-69.23% |
YTD |
|
|
-71.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.024 |
1M High / 1M Low: |
0.100 |
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: |
|
0.053 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.067 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.107 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
974.82% |
Volatility 6M: |
|
471.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |