Goldman Sachs Call 320 ACN 16.08..../  DE000GG63876  /

EUWAX
5/30/2024  9:57:09 AM Chg.-0.110 Bid4:18:24 PM Ask4:18:24 PM Underlying Strike price Expiration date Option type
0.380EUR -22.45% 0.310
Bid Size: 10,000
0.340
Ask Size: 10,000
Accenture Plc 320.00 USD 8/16/2024 Call
 

Master data

WKN: GG6387
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 8/16/2024
Issue date: 4/15/2024
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.78
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -2.43
Time value: 0.48
Break-even: 301.06
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.61
Spread abs.: 0.03
Spread %: 6.68%
Delta: 0.27
Theta: -0.07
Omega: 15.19
Rho: 0.15
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.82%
1 Month
  -62.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.490
1M High / 1M Low: 1.150 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -