Goldman Sachs Call 0.86 EUR/GBP 0.../  DE000GG877W2  /

EUWAX
2024-06-13  9:20:14 PM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.270EUR -3.57% -
Bid Size: -
-
Ask Size: -
- 0.86 GBP 2024-08-09 Call
 

Master data

WKN: GG877W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.86 GBP
Maturity: 2024-08-09
Issue date: 2024-05-17
Last trading day: 2024-08-08
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 330.03
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.04
Parity: -1.83
Time value: 0.30
Break-even: 1.02
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 7.07%
Delta: 0.26
Theta: 0.00
Omega: 86.61
Rho: 0.00
 

Quote data

Open: 0.310
High: 0.310
Low: 0.250
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.50%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.280
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -