Goldman Sachs Call 150 MMM 20.03..../  DE000GG6DRR4  /

EUWAX
5/16/2024  9:07:53 AM Chg.+0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.260EUR +4.00% -
Bid Size: -
-
Ask Size: -
3M Company 150.00 USD 3/20/2026 Call
 

Master data

WKN: GG6DRR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 3/20/2026
Issue date: 4/4/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.69
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.26
Parity: -4.48
Time value: 0.27
Break-even: 140.44
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 3.88%
Delta: 0.19
Theta: -0.01
Omega: 6.65
Rho: 0.28
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month  
+30.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.260 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -