Goldman Sachs Call 160 BEI 19.12..../  DE000GG2YHN9  /

EUWAX
2024-06-07  9:29:36 AM Chg.-0.070 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.950EUR -6.86% -
Bid Size: -
-
Ask Size: -
BEIERSDORF AG O.N. 160.00 EUR 2025-12-19 Call
 

Master data

WKN: GG2YHN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-01
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.61
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.14
Parity: -1.50
Time value: 1.15
Break-even: 171.50
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.12
Spread abs.: 0.23
Spread %: 25.00%
Delta: 0.48
Theta: -0.02
Omega: 6.06
Rho: 0.89
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 1.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.04%
1 Month
  -9.52%
3 Months  
+53.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.950
1M High / 1M Low: 1.190 0.950
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.000
Avg. volume 1W:   0.000
Avg. price 1M:   1.055
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -