Goldman Sachs Call 182.5 EUR/JPY .../  DE000GG878M1  /

EUWAX
2024-06-21  7:15:15 PM Chg.+0.040 Bid8:06:13 PM Ask8:06:13 PM Underlying Strike price Expiration date Option type
0.600EUR +7.14% 0.610
Bid Size: 20,000
0.660
Ask Size: 20,000
- 182.50 JPY 2025-03-14 Call
 

Master data

WKN: GG878M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 182.50 JPY
Maturity: 2025-03-14
Issue date: 2024-05-17
Last trading day: 2025-03-13
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 4,696,998.63
Leverage: Yes

Calculated values

Fair value: 2,888,654.12
Intrinsic value: 0.00
Implied volatility: 0.01
Historic volatility: 13.34
Parity: -210,559.74
Time value: 0.62
Break-even: 30,992.15
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 8.85%
Delta: 0.00
Theta: 0.00
Omega: 363.52
Rho: 0.02
 

Quote data

Open: 0.600
High: 0.600
Low: 0.540
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+25.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.480
1M High / 1M Low: 0.600 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.502
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -