Goldman Sachs Call 13.5 SZU 21.06.../  DE000GG7VU76  /

EUWAX
2024-05-28  6:27:55 PM Chg.-0.130 Bid8:15:23 PM Ask8:15:23 PM Underlying Strike price Expiration date Option type
0.480EUR -21.31% 0.470
Bid Size: 10,000
0.970
Ask Size: 1,000
SUEDZUCKER AG O.N. 13.50 EUR 2024-06-21 Call
 

Master data

WKN: GG7VU7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Call
Strike price: 13.50 EUR
Maturity: 2024-06-21
Issue date: 2024-05-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.07
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.35
Implied volatility: 0.61
Historic volatility: 0.21
Parity: 0.35
Time value: 0.71
Break-even: 14.56
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 1.14
Spread abs.: 0.50
Spread %: 89.29%
Delta: 0.60
Theta: -0.02
Omega: 7.86
Rho: 0.00
 

Quote data

Open: 0.560
High: 0.560
Low: 0.480
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.14%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.560
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -