Goldman Sachs Call 110 HEN3 20.09.../  DE000GG0YL14  /

EUWAX
5/27/2024  9:09:25 AM Chg.- Bid9:06:23 AM Ask9:06:23 AM Underlying Strike price Expiration date Option type
0.003EUR - 0.003
Bid Size: 10,000
-
Ask Size: -
HENKEL AG+CO.KGAA VZ... 110.00 - 9/20/2024 Call
 

Master data

WKN: GG0YL1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 9/20/2024
Issue date: 12/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 160.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -2.63
Time value: 0.05
Break-even: 110.52
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 1.42
Spread abs.: 0.05
Spread %: 2,500.00%
Delta: 0.08
Theta: -0.01
Omega: 13.27
Rho: 0.02
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+200.00%
YTD
  -70.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.005 0.002
6M High / 6M Low: - -
High (YTD): 1/5/2024 0.010
Low (YTD): 3/28/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   577.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -