Goldman Sachs Call 650 BLK 21.06.2024
/ DE000GQ8XM72
Goldman Sachs Call 650 BLK 21.06..../ DE000GQ8XM72 /
| 2024-06-10 9:54:52 AM |
Chg.-0.07 |
Bid4:33:10 PM |
Ask4:33:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-5.93% |
1.09
Bid Size: 50,000 |
1.10
Ask Size: 50,000 |
BlackRock Inc |
650.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ8XM7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.18 |
| Parity: |
1.10 |
| Time value: |
0.04 |
| Break-even: |
717.04 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.92 |
| Theta: |
-0.63 |
| Omega: |
5.77 |
| Rho: |
0.16 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.72% |
| 1 Month |
|
|
-17.78% |
| 3 Months |
|
|
-37.29% |
| YTD |
|
|
-32.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.16 |
| 1M High / 1M Low: |
1.56 |
1.00 |
| 6M High / 6M Low: |
1.84 |
0.94 |
| High (YTD): |
2024-03-22 |
1.84 |
| Low (YTD): |
2024-04-19 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
201.61 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.13% |
| Volatility 6M: |
|
89.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
