Goldman Sachs Call 240 WM 20.06.2.../  DE000GG82520  /

EUWAX
2024-09-20  9:17:52 AM Chg.+0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.330EUR +3.13% -
Bid Size: -
-
Ask Size: -
Waste Management 240.00 USD 2025-06-20 Call
 

Master data

WKN: GG8252
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2025-06-20
Issue date: 2024-05-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.08
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -3.17
Time value: 0.36
Break-even: 218.65
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 16.18%
Delta: 0.23
Theta: -0.02
Omega: 11.57
Rho: 0.28
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -19.51%
3 Months
  -45.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.320
1M High / 1M Low: 0.520 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -