Goldman Sachs Call 150 SNW 19.12..../  DE000GG1NDV6  /

EUWAX
31/05/2024  11:30:08 Chg.+0.002 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.026EUR +8.33% -
Bid Size: -
-
Ask Size: -
SANOFI SA INHABER ... 150.00 EUR 19/12/2025 Call
 

Master data

WKN: GG1NDV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 19/12/2025
Issue date: 03/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.52
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -6.02
Time value: 0.23
Break-even: 152.33
Moneyness: 0.60
Premium: 0.70
Premium p.a.: 0.41
Spread abs.: 0.21
Spread %: 796.15%
Delta: 0.15
Theta: -0.01
Omega: 5.95
Rho: 0.18
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -10.34%
3 Months
  -13.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.024
1M High / 1M Low: 0.063 0.024
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   416.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -