Goldman Sachs Call 400 ACN 20.06..../  DE000GG6BCV2  /

EUWAX
2024-06-04  9:17:31 AM Chg.- Bid9:50:42 AM Ask9:50:42 AM Underlying Strike price Expiration date Option type
0.370EUR - 0.470
Bid Size: 10,000
0.570
Ask Size: 2,000
Accenture Plc 400.00 USD 2025-06-20 Call
 

Master data

WKN: GG6BCV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-03
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.91
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -10.29
Time value: 0.51
Break-even: 372.69
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 10.87%
Delta: 0.16
Theta: -0.03
Omega: 8.26
Rho: 0.39
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.93%
1 Month
  -51.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.370
1M High / 1M Low: 0.880 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.683
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -