Goldman Sachs Call 400 ACN 16.01..../  DE000GG6BCL3  /

EUWAX
2024-06-05  10:15:12 AM Chg.+0.140 Bid10:32:56 AM Ask10:32:56 AM Underlying Strike price Expiration date Option type
1.000EUR +16.28% 1.010
Bid Size: 3,000
1.110
Ask Size: 2,000
Accenture Plc 400.00 USD 2026-01-16 Call
 

Master data

WKN: GG6BCL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-03
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.97
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -10.29
Time value: 1.06
Break-even: 378.19
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.25
Spread abs.: 0.05
Spread %: 4.95%
Delta: 0.25
Theta: -0.03
Omega: 6.15
Rho: 0.88
 

Quote data

Open: 1.000
High: 1.000
Low: 1.000
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -31.51%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.860
1M High / 1M Low: 1.650 0.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.996
Avg. volume 1W:   0.000
Avg. price 1M:   1.359
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -