Goldman Sachs Call 250 WM 16.01.2.../  DE000GG24NF1  /

EUWAX
2024-09-20  10:47:15 AM Chg.0.000 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.530EUR 0.00% -
Bid Size: -
-
Ask Size: -
Waste Management 250.00 USD 2026-01-16 Call
 

Master data

WKN: GG24NF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-25
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.41
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -4.06
Time value: 0.60
Break-even: 230.06
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.19
Spread abs.: 0.09
Spread %: 18.47%
Delta: 0.27
Theta: -0.02
Omega: 8.31
Rho: 0.58
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.46%
1 Month
  -23.19%
3 Months
  -40.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.520
1M High / 1M Low: 0.750 0.520
6M High / 6M Low: 1.380 0.510
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.574
Avg. volume 1W:   0.000
Avg. price 1M:   0.666
Avg. volume 1M:   0.000
Avg. price 6M:   0.863
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.89%
Volatility 6M:   132.58%
Volatility 1Y:   -
Volatility 3Y:   -