Goldman Sachs Call 150 ADS 20.09.2024
/ DE000GQ70HU4
Goldman Sachs Call 150 ADS 20.09..../ DE000GQ70HU4 /
| 2024-05-14 10:54:30 AM |
Chg.-0.04 |
Bid1:32:05 PM |
Ask1:32:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.78EUR |
-0.51% |
7.86
Bid Size: 20,000 |
7.89
Ask Size: 20,000 |
ADIDAS AG NA O.N. |
150.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
GQ70HU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.65 |
| Intrinsic value: |
7.44 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.29 |
| Parity: |
7.44 |
| Time value: |
0.64 |
| Break-even: |
230.80 |
| Moneyness: |
1.50 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.50 |
| Spread %: |
6.60% |
| Delta: |
0.90 |
| Theta: |
-0.07 |
| Omega: |
2.51 |
| Rho: |
0.43 |
Quote data
| Open: |
7.78 |
| High: |
7.78 |
| Low: |
7.78 |
| Previous Close: |
7.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.01% |
| 1 Month |
|
|
+38.68% |
| 3 Months |
|
|
+146.20% |
| YTD |
|
|
+75.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.82 |
7.34 |
| 1M High / 1M Low: |
8.60 |
5.63 |
| 6M High / 6M Low: |
8.60 |
2.75 |
| High (YTD): |
2024-04-29 |
8.60 |
| Low (YTD): |
2024-01-24 |
2.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.19% |
| Volatility 6M: |
|
110.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
