Goldman Sachs Call 2200 AVGO 17.0.../  DE000GG4RTS3  /

EUWAX
2024-05-31  11:22:45 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 2,200.00 USD 2025-01-17 Call
 

Master data

WKN: GG4RTS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,200.00 USD
Maturity: 2025-01-17
Issue date: 2024-03-06
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 66.20
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -8.03
Time value: 0.19
Break-even: 2,046.43
Moneyness: 0.60
Premium: 0.67
Premium p.a.: 1.26
Spread abs.: 0.10
Spread %: 117.65%
Delta: 0.11
Theta: -0.18
Omega: 7.03
Rho: 0.70
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -16.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.180 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -