Goldman Sachs Call 425 MDO 20.03..../  DE000GG4FPU2  /

EUWAX
2024-04-26  9:32:30 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -
-
Ask Size: -
MCDONALDS CORP. DL... 425.00 - 2026-03-20 Call
 

Master data

WKN: GG4FPU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MCDONALDS CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 425.00 -
Maturity: 2026-03-20
Issue date: 2024-03-01
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 132.17
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.13
Parity: -16.73
Time value: 0.20
Break-even: 426.95
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 0.31
Spread abs.: 0.07
Spread %: 56.00%
Delta: 0.07
Theta: -0.01
Omega: 9.36
Rho: 0.31
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.210 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -