Goldman Sachs Call 300 IBM 17.05..../  DE000GG4ZCA0  /

EUWAX
5/14/2024  11:30:14 AM Chg.- Bid9:29:43 AM Ask9:29:43 AM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 10,000
0.500
Ask Size: 3,000
International Busine... 300.00 USD 5/17/2024 Call
 

Master data

WKN: GG4ZCA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: International Business Machines Corp
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 5/17/2024
Issue date: 3/11/2024
Last trading day: 5/16/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 153.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.61
Historic volatility: 0.19
Parity: -12.27
Time value: 0.10
Break-even: 278.99
Moneyness: 0.56
Premium: 0.80
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 10,000.00%
Delta: 0.05
Theta: -0.92
Omega: 8.15
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.002 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   433.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -