Goldman Sachs Call 20 LXS 21.06.2024
/ DE000GQ6J1P8
Goldman Sachs Call 20 LXS 21.06.2.../ DE000GQ6J1P8 /
| 2024-05-03 4:27:28 PM |
Chg.-0.040 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-5.48% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
20.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ6J1P |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.37 |
| Parity: |
0.69 |
| Time value: |
0.15 |
| Break-even: |
28.40 |
| Moneyness: |
1.35 |
| Premium: |
0.06 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.15 |
| Spread %: |
21.74% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
2.63 |
| Rho: |
0.02 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.690 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
-18.82% |
| 3 Months |
|
|
+18.97% |
| YTD |
|
|
-26.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.640 |
| 1M High / 1M Low: |
0.850 |
0.590 |
| 6M High / 6M Low: |
0.970 |
0.410 |
| High (YTD): |
2024-01-02 |
0.930 |
| Low (YTD): |
2024-03-05 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.677 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.645 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.76% |
| Volatility 6M: |
|
133.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
