Goldman Sachs Call 90 SWKS 21.06.2024
/ DE000GQ7SXX4
Goldman Sachs Call 90 SWKS 21.06..../ DE000GQ7SXX4 /
| 5/29/2024 10:59:43 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
90.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
GQ7SXX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
5/31/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.28 |
| Parity: |
0.06 |
| Time value: |
0.21 |
| Break-even: |
85.80 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
12.45% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
17.60 |
| Rho: |
0.03 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-83.43% |
| 3 Months |
|
|
-82.74% |
| YTD |
|
|
-88.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.290 |
| 1M High / 1M Low: |
0.520 |
0.290 |
| 6M High / 6M Low: |
2.460 |
0.290 |
| High (YTD): |
1/23/2024 |
2.080 |
| Low (YTD): |
5/29/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.357 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.56% |
| Volatility 6M: |
|
196.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
