Goldman Sachs Call 21100 DAX 20.0.../  DE000GG7HVC7  /

EUWAX
2024-06-24  7:44:40 PM Chg.+0.22 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
7.91EUR +2.86% -
Bid Size: -
-
Ask Size: -
DAX 21,100.00 EUR 2026-03-20 Call
 

Master data

WKN: GG7HVC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 21,100.00 EUR
Maturity: 2026-03-20
Issue date: 2024-04-26
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 23.35
Leverage: Yes

Calculated values

Fair value: 4.63
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.11
Parity: -29.36
Time value: 7.78
Break-even: 21,878.00
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 0.65%
Delta: 0.36
Theta: -1.60
Omega: 8.43
Rho: 100.35
 

Quote data

Open: 7.76
High: 8.28
Low: 7.76
Previous Close: 7.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.80%
1 Month
  -23.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.93 7.42
1M High / 1M Low: 10.69 7.41
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.72
Avg. volume 1W:   0.00
Avg. price 1M:   9.07
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -