Goldman Sachs Call 25 GM 20.09.2024
/ DE000GQ800J9
Goldman Sachs Call 25 GM 20.09.20.../ DE000GQ800J9 /
| 2024-05-31 10:18:23 AM |
Chg.+0.05 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+3.01% |
-
Bid Size: - |
-
Ask Size: - |
General Motors Compa... |
25.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GQ800J |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
General Motors Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.26 |
| Parity: |
1.84 |
| Time value: |
0.04 |
| Break-even: |
41.84 |
| Moneyness: |
1.80 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.16 |
| Rho: |
0.07 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.84% |
| 1 Month |
|
|
-8.56% |
| 3 Months |
|
|
+10.32% |
| YTD |
|
|
+52.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.65 |
| 1M High / 1M Low: |
1.96 |
1.65 |
| 6M High / 6M Low: |
1.99 |
0.88 |
| High (YTD): |
2024-04-30 |
1.99 |
| Low (YTD): |
2024-01-18 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.60% |
| Volatility 6M: |
|
67.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
