Goldman Sachs Call 600 1N8 20.09.2024
/ DE000GQ54F38
Goldman Sachs Call 600 1N8 20.09..../ DE000GQ54F38 /
| 2024-05-30 11:38:39 AM |
Chg.-0.06 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.94EUR |
-1.00% |
-
Bid Size: - |
-
Ask Size: - |
ADYEN N.V. E... |
600.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
GQ54F3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.86 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.68 |
| Parity: |
5.75 |
| Time value: |
0.58 |
| Break-even: |
1,233.00 |
| Moneyness: |
1.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
1.61% |
| Delta: |
0.91 |
| Theta: |
-0.66 |
| Omega: |
1.68 |
| Rho: |
1.34 |
Quote data
| Open: |
5.94 |
| High: |
5.94 |
| Low: |
5.94 |
| Previous Close: |
6.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.10% |
| 1 Month |
|
|
+4.95% |
| 3 Months |
|
|
-30.85% |
| YTD |
|
|
-3.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.29 |
6.00 |
| 1M High / 1M Low: |
7.09 |
5.15 |
| 6M High / 6M Low: |
9.92 |
5.10 |
| High (YTD): |
2024-03-28 |
9.92 |
| Low (YTD): |
2024-05-02 |
5.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.95% |
| Volatility 6M: |
|
86.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
