Goldman Sachs Call 12 FTE 19.12.2.../  DE000GG1QU12  /

EUWAX
2024-06-18  10:36:16 AM Chg.- Bid9:05:05 AM Ask9:05:05 AM Underlying Strike price Expiration date Option type
0.086EUR - 0.081
Bid Size: 10,000
-
Ask Size: -
ORANGE INH. ... 12.00 EUR 2025-12-19 Call
 

Master data

WKN: GG1QU1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-04
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 64.44
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.14
Parity: -2.66
Time value: 0.15
Break-even: 12.15
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 64.77%
Delta: 0.17
Theta: 0.00
Omega: 10.89
Rho: 0.02
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.085
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.85%
1 Month
  -65.60%
3 Months
  -71.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.085
1M High / 1M Low: 0.320 0.085
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.192
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -