Goldman Sachs Call 2400 AVGO 16.0.../  DE000GG895T0  /

EUWAX
2024-06-25  9:28:42 AM Chg.-0.05 Bid9:18:40 PM Ask9:18:40 PM Underlying Strike price Expiration date Option type
1.10EUR -4.35% 1.13
Bid Size: 5,000
1.18
Ask Size: 5,000
Broadcom Inc 2,400.00 USD 2026-01-16 Call
 

Master data

WKN: GG895T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 2026-01-16
Issue date: 2024-05-20
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.77
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.34
Parity: -7.53
Time value: 1.26
Break-even: 2,362.26
Moneyness: 0.66
Premium: 0.59
Premium p.a.: 0.35
Spread abs.: 0.15
Spread %: 13.51%
Delta: 0.33
Theta: -0.27
Omega: 3.86
Rho: 5.63
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 1.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.45%
1 Month  
+139.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.22 1.15
1M High / 1M Low: 2.22 0.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.80
Avg. volume 1W:   7,200
Avg. price 1M:   0.93
Avg. volume 1M:   1,952.38
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   446.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -