Goldman Sachs Call 300 IBM 16.01..../  DE000GG28UM3  /

EUWAX
14/05/2024  11:24:48 Chg.- Bid10:00:11 Ask10:00:11 Underlying Strike price Expiration date Option type
0.090EUR - 0.080
Bid Size: 10,000
0.150
Ask Size: 10,000
International Busine... 300.00 USD 16/01/2026 Call
 

Master data

WKN: GG28UM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: International Business Machines Corp
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 16/01/2026
Issue date: 29/01/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 140.69
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -12.27
Time value: 0.11
Break-even: 278.52
Moneyness: 0.56
Premium: 0.80
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.06
Theta: -0.01
Omega: 8.50
Rho: 0.14
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -68.97%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.290 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -