Goldman Sachs Call 2200 AVGO 20.0.../  DE000GG4RRH0  /

EUWAX
5/31/2024  11:22:42 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 2,200.00 USD 6/20/2025 Call
 

Master data

WKN: GG4RRH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,200.00 USD
Maturity: 6/20/2025
Issue date: 3/6/2024
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 37.34
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.31
Parity: -8.03
Time value: 0.33
Break-even: 2,060.73
Moneyness: 0.60
Premium: 0.68
Premium p.a.: 0.64
Spread abs.: 0.10
Spread %: 43.86%
Delta: 0.16
Theta: -0.16
Omega: 5.83
Rho: 1.67
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month  
+3.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.280
1M High / 1M Low: 0.400 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -