Goldman Sachs Call 38 G1A 20.09.2.../  DE000GG4ZFV9  /

EUWAX
2024-06-07  5:21:38 PM Chg.+0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.220EUR +15.79% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 38.00 EUR 2024-09-20 Call
 

Master data

WKN: GG4ZFV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2024-09-20
Issue date: 2024-03-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.94
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 0.00
Time value: 0.25
Break-even: 40.54
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.26
Spread abs.: 0.07
Spread %: 35.11%
Delta: 0.56
Theta: -0.01
Omega: 8.30
Rho: 0.05
 

Quote data

Open: 0.220
High: 0.230
Low: 0.220
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -21.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.190
1M High / 1M Low: 0.290 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -