Goldman Sachs Call 18 INN1 21.03..../  DE000GG6VFJ8  /

EUWAX
2024-06-07  11:14:12 AM Chg.+0.100 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.880EUR +12.82% -
Bid Size: -
-
Ask Size: -
ING GROEP NV EO... 18.00 EUR 2025-03-21 Call
 

Master data

WKN: GG6VFJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-19
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.89
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -1.61
Time value: 0.97
Break-even: 18.97
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.21
Spread abs.: 0.15
Spread %: 18.29%
Delta: 0.42
Theta: 0.00
Omega: 7.15
Rho: 0.05
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month  
+11.39%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.740
1M High / 1M Low: 0.940 0.740
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.844
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -