Goldman Sachs Call 1493.3 HMI 21.06.2024
/ DE000GQ7Y2K7
Goldman Sachs Call 1493.3 HMI 21..../ DE000GQ7Y2K7 /
| 2024-05-17 10:01:03 AM |
Chg.-0.09 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.88EUR |
-1.13% |
-
Bid Size: - |
-
Ask Size: - |
HERMES INTERNATIONAL... |
1,493.30 - |
2024-06-21 |
Call |
Master data
| WKN: |
GQ7Y2K |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HERMES INTERNATIONAL O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,493.30 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.07 |
| Intrinsic value: |
8.02 |
| Implied volatility: |
1.89 |
| Historic volatility: |
0.24 |
| Parity: |
8.02 |
| Time value: |
1.41 |
| Break-even: |
2,436.30 |
| Moneyness: |
1.54 |
| Premium: |
0.06 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
1.69 |
| Spread %: |
21.83% |
| Delta: |
0.85 |
| Theta: |
-4.62 |
| Omega: |
2.07 |
| Rho: |
0.94 |
Quote data
| Open: |
7.88 |
| High: |
7.88 |
| Low: |
7.88 |
| Previous Close: |
7.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.74% |
| 1 Month |
|
|
-3.31% |
| 3 Months |
|
|
+11.30% |
| YTD |
|
|
+66.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.13 |
7.82 |
| 1M High / 1M Low: |
8.78 |
7.71 |
| 6M High / 6M Low: |
9.22 |
3.39 |
| High (YTD): |
2024-03-28 |
9.22 |
| Low (YTD): |
2024-01-23 |
3.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.22% |
| Volatility 6M: |
|
74.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
