Goldman Sachs Call 120 MMM 20.03..../  DE000GG6DKH0  /

EUWAX
07/06/2024  09:24:15 Chg.-0.070 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.670EUR -9.46% -
Bid Size: -
-
Ask Size: -
3M Company 120.00 USD 20/03/2026 Call
 

Master data

WKN: GG6DKH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 20/03/2026
Issue date: 04/04/2024
Last trading day: 19/03/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.80
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.25
Parity: -1.77
Time value: 0.79
Break-even: 119.01
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.43
Theta: -0.01
Omega: 5.07
Rho: 0.57
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.22%
1 Month  
+8.06%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.670
1M High / 1M Low: 1.020 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -