Goldman Sachs Call 120 BNP 19.12..../  DE000GG7ZWZ8  /

EUWAX
2024-06-21  10:33:42 AM Chg.-0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.015EUR -6.25% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 120.00 EUR 2025-12-19 Call
 

Master data

WKN: GG7ZWZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2025-12-19
Issue date: 2024-05-14
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 51.38
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -5.99
Time value: 0.12
Break-even: 121.17
Moneyness: 0.50
Premium: 1.02
Premium p.a.: 0.60
Spread abs.: 0.10
Spread %: 588.24%
Delta: 0.11
Theta: -0.01
Omega: 5.61
Rho: 0.08
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -58.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.015
1M High / 1M Low: 0.040 0.015
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -