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Goldman Sachs Call 45 RNL 20.09.2.../  DE000GG0N2Q5  /

EUWAX
2024-06-14  9:14:42 AM Chg.-0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.640EUR -3.03% -
Bid Size: -		 -
Ask Size: -		 RENAULT INH. EO... 45.00 EUR 2024-09-20 Call
 

Master data

WKN: GG0N2Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.64
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.31
Implied volatility: 0.45
Historic volatility: 0.29
Parity: 0.31
Time value: 0.32
Break-even: 51.30
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.27
Spread abs.: 0.10
Spread %: 18.87%
Delta: 0.67
Theta: -0.02
Omega: 5.14
Rho: 0.07
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.88%
1 Month  
+16.36%
3 Months  
+137.04%
YTD  
+357.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.640
1M High / 1M Low: 1.060 0.520
6M High / 6M Low: 1.060 0.050
High (YTD): 2024-06-03 1.060
Low (YTD): 2024-01-17 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   0.365
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.64%
Volatility 6M:   212.76%
Volatility 1Y:   -
Volatility 3Y:   -