Goldman Sachs Call 2200 AVGO 16.0.../  DE000GG4UGG9  /

EUWAX
2024-06-06  10:41:48 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.730EUR - -
Bid Size: -
-
Ask Size: -
Broadcom Inc 2,200.00 USD 2026-01-16 Call
 

Master data

WKN: GG4UGG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,200.00 USD
Maturity: 2026-01-16
Issue date: 2024-03-07
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.04
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.32
Parity: -7.24
Time value: 0.81
Break-even: 2,104.18
Moneyness: 0.64
Premium: 0.62
Premium p.a.: 0.35
Spread abs.: 0.13
Spread %: 19.12%
Delta: 0.27
Theta: -0.20
Omega: 4.39
Rho: 4.43
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.86%
1 Month  
+46.00%
3 Months
  -23.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.490
1M High / 1M Low: 0.740 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.603
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -