OverviewChartNewsTraderScreen

Goldman Sachs Call 180 AIL 21.06..../  DE000GQ2S458  /

EUWAX
2024-05-21  9:46:27 AM Chg.+0.030 Bid6:34:21 PM Ask6:34:21 PM Underlying Strike price Expiration date Option type
0.710EUR +4.41% 0.600
Bid Size: 5,000		 0.900
Ask Size: 1,000		 AIR LIQUIDE INH. EO ... 180.00 EUR 2024-06-21 Call
 

Master data

WKN: GQ2S45
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AIR LIQUIDE INH. EO 5,50
Type: Warrant
Option type: Call
Strike price: 180.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.55
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.55
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 0.55
Time value: 0.45
Break-even: 190.00
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.33
Spread abs.: 0.30
Spread %: 42.86%
Delta: 0.66
Theta: -0.11
Omega: 12.26
Rho: 0.10
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.52%
1 Month
  -25.26%
3 Months
  -23.66%
YTD
  -5.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.550
1M High / 1M Low: 1.120 0.440
6M High / 6M Low: 1.860 0.280
High (YTD): 2024-03-15 1.860
Low (YTD): 2024-02-12 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.721
Avg. volume 1M:   0.000
Avg. price 6M:   0.852
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   336.50%
Volatility 6M:   305.78%
Volatility 1Y:   -
Volatility 3Y:   -