Goldman Sachs Call 53.33 WMT 21.06.2024
/ DE000GQ527M2
Goldman Sachs Call 53.33 WMT 21.0.../ DE000GQ527M2 /
| 2024-05-20 10:13:57 AM |
Chg.+0.21 |
Bid4:18:17 PM |
Ask4:18:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.21EUR |
+7.00% |
3.18
Bid Size: 20,000 |
3.19
Ask Size: 20,000 |
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: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.17 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.15 |
| Parity: |
3.12 |
| Time value: |
0.23 |
| Break-even: |
60.22 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.20 |
| Spread %: |
6.35% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
4.74 |
| Rho: |
0.04 |
Quote data
| Open: |
3.21 |
| High: |
3.21 |
| Low: |
3.21 |
| Previous Close: |
3.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.42% |
| 1 Month |
|
|
+75.41% |
| 3 Months |
|
|
+104.46% |
| YTD |
|
|
+328.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
1.93 |
| 1M High / 1M Low: |
3.00 |
1.71 |
| 6M High / 6M Low: |
3.00 |
0.50 |
| High (YTD): |
2024-05-17 |
3.00 |
| Low (YTD): |
2024-01-05 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.24% |
| Volatility 6M: |
|
132.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
