Goldman Sachs Call 28 LXS 17.05.2.../  DE000GG5S2A9  /

EUWAX
2024-05-10  4:29:38 PM Chg.-0.039 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.016EUR -70.91% -
Bid Size: -
-
Ask Size: -
LANXESS AG 28.00 EUR 2024-05-17 Call
 

Master data

WKN: GG5S2A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 2024-05-17
Issue date: 2024-03-26
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.39
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.28
Historic volatility: 0.38
Parity: -0.11
Time value: 0.13
Break-even: 29.32
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 312.50%
Delta: 0.44
Theta: -0.15
Omega: 8.96
Rho: 0.00
 

Quote data

Open: 0.052
High: 0.052
Low: 0.016
Previous Close: 0.055
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -73.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.016
1M High / 1M Low: 0.110 0.016
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   620.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -