Goldman Sachs Call 15 GOLD 21.06.2024
/ DE000GQ2SBS1
Goldman Sachs Call 15 GOLD 21.06..../ DE000GQ2SBS1 /
| 2024-06-07 9:28:18 AM |
Chg.+0.40 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
+23.12% |
-
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: |
12.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
1.06 |
| Time value: |
0.15 |
| Break-even: |
15.10 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.05 |
| Spread %: |
4.31% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
10.16 |
| Rho: |
0.00 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.04% |
| 1 Month |
|
|
+17.03% |
| 3 Months |
|
|
+28.31% |
| YTD |
|
|
-36.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.52 |
| 1M High / 1M Low: |
2.97 |
1.52 |
| 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: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.96 |
| Avg. volume 6M: |
|
81.30 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.92% |
| Volatility 6M: |
|
225.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
