Goldman Sachs Call 2400 AVGO 17.0.../  DE000GG895V6  /

EUWAX
2024-06-25  9:28:42 AM Chg.-0.090 Bid10:19:40 AM Ask10:19:40 AM Underlying Strike price Expiration date Option type
0.280EUR -24.32% 0.290
Bid Size: 10,000
0.360
Ask Size: 3,000
Broadcom Inc 2,400.00 USD 2025-01-17 Call
 

Master data

WKN: GG895V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 2025-01-17
Issue date: 2024-05-20
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 38.43
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.34
Parity: -7.53
Time value: 0.39
Break-even: 2,274.86
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 1.13
Spread abs.: 0.10
Spread %: 34.97%
Delta: 0.17
Theta: -0.33
Omega: 6.38
Rho: 1.17
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.53%
1 Month  
+300.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.370
1M High / 1M Low: 0.950 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.272
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   755.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -