Goldman Sachs Call 350 ACN 16.08..../  DE000GG6GL36  /

EUWAX
5/30/2024  11:17:00 AM Chg.-0.020 Bid2:37:30 PM Ask2:37:30 PM Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.090
Bid Size: 10,000
0.160
Ask Size: 3,000
Accenture Plc 350.00 USD 8/16/2024 Call
 

Master data

WKN: GG6GL3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 8/16/2024
Issue date: 4/5/2024
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 188.88
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -5.21
Time value: 0.14
Break-even: 325.48
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 1.32
Spread abs.: 0.03
Spread %: 26.32%
Delta: 0.10
Theta: -0.04
Omega: 18.23
Rho: 0.05
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month
  -68.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.120
1M High / 1M Low: 0.340 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -