Goldman Sachs Call 250 DB1 19.12..../  DE000GG1N8G2  /

EUWAX
2024-06-06  10:46:20 AM Chg.+0.030 Bid2:35:48 PM Ask2:35:48 PM Underlying Strike price Expiration date Option type
0.330EUR +10.00% 0.310
Bid Size: 10,000
0.410
Ask Size: 5,000
DEUTSCHE BOERSE NA O... 250.00 EUR 2025-12-19 Call
 

Master data

WKN: GG1N8G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.22
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -6.16
Time value: 0.40
Break-even: 253.99
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.21
Spread abs.: 0.12
Spread %: 44.57%
Delta: 0.19
Theta: -0.01
Omega: 8.89
Rho: 0.48
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month  
+22.22%
3 Months
  -21.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.210
1M High / 1M Low: 0.320 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -