Goldman Sachs Call 2200 AVGO 21.0.../  DE000GG65MT7  /

EUWAX
2024-06-25  10:16:24 AM Chg.-0.210 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.610EUR -25.61% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 2,200.00 USD 2025-03-21 Call
 

Master data

WKN: GG65MT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,200.00 USD
Maturity: 2025-03-21
Issue date: 2024-04-16
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.90
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.34
Parity: -5.66
Time value: 0.71
Break-even: 2,120.91
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.62
Spread abs.: 0.10
Spread %: 16.39%
Delta: 0.26
Theta: -0.35
Omega: 5.44
Rho: 2.32
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.58%
1 Month  
+205.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.630 0.820
1M High / 1M Low: 1.630 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   707.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -