Goldman Sachs Call 200 DB1 19.12..../  DE000GG1NEQ4  /

EUWAX
20/05/2024  11:23:34 Chg.+0.04 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
1.43EUR +2.88% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BOERSE NA O... 200.00 EUR 19/12/2025 Call
 

Master data

WKN: GG1NEQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 19/12/2025
Issue date: 03/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.68
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.55
Time value: 1.58
Break-even: 215.80
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.10
Spread abs.: 0.33
Spread %: 26.40%
Delta: 0.51
Theta: -0.02
Omega: 6.00
Rho: 1.25
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month
  -4.67%
3 Months
  -12.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.43 1.21
1M High / 1M Low: 1.68 1.20
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -