Goldman Sachs Call 350 HD 17.05.2.../  DE000GG2BZS8  /

EUWAX
10/05/2024  13:51:07 Chg.+0.280 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.640EUR +77.78% -
Bid Size: -
-
Ask Size: -
Home Depot Inc 350.00 USD 17/05/2024 Call
 

Master data

WKN: GG2BZS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 17/05/2024
Issue date: 11/01/2024
Last trading day: 16/05/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.60
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -0.33
Time value: 0.60
Break-even: 330.93
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 4.68
Spread abs.: 0.05
Spread %: 9.09%
Delta: 0.45
Theta: -0.63
Omega: 23.87
Rho: 0.02
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+128.57%
1 Month
  -30.43%
3 Months
  -73.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.360
1M High / 1M Low: 0.920 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.432
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   467.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -