Goldman Sachs Call 100 MMM 19.07..../  DE000GG6GND6  /

EUWAX
2024-06-14  9:05:38 AM Chg.-0.050 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.370EUR -11.90% -
Bid Size: -
-
Ask Size: -
3M Company 100.00 USD 2024-07-19 Call
 

Master data

WKN: GG6GND
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-07-19
Issue date: 2024-04-05
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.89
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.08
Implied volatility: 0.24
Historic volatility: 0.25
Parity: 0.08
Time value: 0.25
Break-even: 96.80
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 3.05%
Delta: 0.58
Theta: -0.05
Omega: 16.19
Rho: 0.05
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.87%
1 Month  
+8.82%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.330
1M High / 1M Low: 0.650 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   338.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -