Goldman Sachs Call 18900 DAX 20.0.../  DE000GG7A3N8  /

EUWAX
2024-06-17  4:52:24 PM Chg.+0.28 Bid4:59:44 PM Ask4:59:44 PM Underlying Strike price Expiration date Option type
17.28EUR +1.65% 17.33
Bid Size: 5,000
17.36
Ask Size: 5,000
DAX 18,900.00 EUR 2026-03-20 Call
 

Master data

WKN: GG7A3N
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 18,900.00 EUR
Maturity: 2026-03-20
Issue date: 2024-04-23
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 10.60
Leverage: Yes

Calculated values

Fair value: 11.76
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.11
Parity: -8.98
Time value: 16.99
Break-even: 20,599.00
Moneyness: 0.95
Premium: 0.14
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.18%
Delta: 0.57
Theta: -2.06
Omega: 6.04
Rho: 150.32
 

Quote data

Open: 17.26
High: 17.38
Low: 17.01
Previous Close: 17.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.58%
1 Month
  -21.99%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 21.17 17.00
1M High / 1M Low: 22.36 17.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   19.38
Avg. volume 1W:   0.00
Avg. price 1M:   20.81
Avg. volume 1M:   19.05
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -