Goldman Sachs Call 10 FTE 19.12.2.../  DE000GG1NDK9  /

EUWAX
2024-06-14  10:41:43 AM Chg.-0.070 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.420EUR -14.29% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.00 EUR 2025-12-19 Call
 

Master data

WKN: GG1NDK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.18
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.14
Parity: -0.71
Time value: 0.51
Break-even: 10.51
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 24.33%
Delta: 0.48
Theta: 0.00
Omega: 8.81
Rho: 0.06
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.72%
1 Month
  -58.82%
3 Months
  -57.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.420
1M High / 1M Low: 1.260 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.586
Avg. volume 1W:   4,839
Avg. price 1M:   0.911
Avg. volume 1M:   1,486.739
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -