Goldman Sachs Call 15 GOLD 21.06.2024
/ DE000GQ2SBS1
Goldman Sachs Call 15 GOLD 21.06..../ DE000GQ2SBS1 /
| 2024-05-31 9:46:59 AM |
Chg.+0.20 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
+11.17% |
-
Bid Size: - |
-
Ask Size: - |
Barrick Gold Corpora... |
15.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ2SBS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
1.95 |
| Time value: |
0.07 |
| Break-even: |
15.87 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
2.54% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
7.31 |
| Rho: |
0.01 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
1.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.19% |
| 1 Month |
|
|
-8.29% |
| 3 Months |
|
|
+161.84% |
| YTD |
|
|
-40.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.79 |
| 1M High / 1M Low: |
2.97 |
1.58 |
| 6M High / 6M Low: |
3.62 |
0.73 |
| High (YTD): |
2024-04-12 |
3.31 |
| Low (YTD): |
2024-02-15 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
80.65 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.09% |
| Volatility 6M: |
|
215.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
