Goldman Sachs Call 500 AMGN 17.01.../  DE000GG1SV27  /

EUWAX
17/05/2024  10:14:13 Chg.-0.010 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -
-
Ask Size: -
Amgen Inc 500.00 USD 17/01/2025 Call
 

Master data

WKN: GG1SV2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 17/01/2025
Issue date: 05/01/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 138.56
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.22
Parity: -17.05
Time value: 0.21
Break-even: 462.16
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 1.01
Spread abs.: 0.10
Spread %: 95.33%
Delta: 0.07
Theta: -0.02
Omega: 9.37
Rho: 0.12
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+175.00%
3 Months  
+175.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.080
1M High / 1M Low: 0.140 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   528.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -