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

EUWAX
31/05/2024  11:20:39 Chg.+0.010 Bid31/05/2024 Ask31/05/2024 Underlying Strike price Expiration date Option type
0.100EUR +11.11% 0.100
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: 114.97
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -12.41
Time value: 0.13
Break-even: 278.30
Moneyness: 0.55
Premium: 0.82
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 29.13%
Delta: 0.07
Theta: -0.01
Omega: 7.91
Rho: 0.15
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.110 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -