Goldman Sachs Call 55 NEE 21.06.2024
/ DE000GQ6G2C7
Goldman Sachs Call 55 NEE 21.06.2.../ DE000GQ6G2C7 /
| 2024-05-22 9:39:46 AM |
Chg.+0.09 |
Bid12:30:38 PM |
Ask12:30:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+4.66% |
2.01
Bid Size: 30,000 |
2.04
Ask Size: 30,000 |
NextEra Energy Inc |
55.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ6G2C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.25 |
| Parity: |
2.02 |
| Time value: |
0.04 |
| Break-even: |
71.27 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
2.49% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
3.32 |
| Rho: |
0.04 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.76% |
| 1 Month |
|
|
+108.25% |
| 3 Months |
|
|
+329.79% |
| YTD |
|
|
+149.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.91 |
| 1M High / 1M Low: |
2.02 |
0.97 |
| 6M High / 6M Low: |
2.02 |
0.34 |
| High (YTD): |
2024-05-16 |
2.02 |
| Low (YTD): |
2024-03-05 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.87% |
| Volatility 6M: |
|
141.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
