Goldman Sachs Call 53.33 WMT 21.06.2024
/ DE000GQ527M2
Goldman Sachs Call 53.33 WMT 21.0.../ DE000GQ527M2 /
2024-05-31 10:22:38 AM |
Chg.+0.04 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.29EUR |
+1.23% |
- Bid Size: - |
- Ask Size: - |
Walmart Inc |
53.33 USD |
2024-06-21 |
Call |
Master data
WKN: |
GQ527M |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
53.33 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-20 |
Last trading day: |
2024-06-20 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.47 |
Intrinsic value: |
3.44 |
Implied volatility: |
0.79 |
Historic volatility: |
0.15 |
Parity: |
3.44 |
Time value: |
0.22 |
Break-even: |
61.36 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.20 |
Spread %: |
5.78% |
Delta: |
0.89 |
Theta: |
-0.06 |
Omega: |
4.43 |
Rho: |
0.02 |
Quote data
Open: |
3.29 |
High: |
3.29 |
Low: |
3.29 |
Previous Close: |
3.25 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.90% |
1 Month |
|
|
+92.40% |
3 Months |
|
|
+80.77% |
YTD |
|
|
+338.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.51 |
3.25 |
1M High / 1M Low: |
3.51 |
1.71 |
6M High / 6M Low: |
3.51 |
0.50 |
High (YTD): |
2024-05-27 |
3.51 |
Low (YTD): |
2024-01-05 |
0.66 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
184.50% |
Volatility 6M: |
|
127.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |