Goldman Sachs Call 500 ACN 16.08..../  DE000GG6GLR0  /

EUWAX
2024-05-14  10:11:34 AM Chg.-0.010 Bid2024-05-14 Ask2024-05-14 Underlying Strike price Expiration date Option type
0.010EUR -50.00% 0.010
Bid Size: 10,000
0.110
Ask Size: 2,000
Accenture Plc 500.00 USD 2024-08-16 Call
 

Master data

WKN: GG6GLR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2024-08-16
Issue date: 2024-04-05
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 452.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.19
Parity: -17.85
Time value: 0.06
Break-even: 463.93
Moneyness: 0.61
Premium: 0.63
Premium p.a.: 5.65
Spread abs.: 0.05
Spread %: 384.62%
Delta: 0.03
Theta: -0.02
Omega: 12.16
Rho: 0.02
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.020 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   403.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -