Goldman Sachs Call 520 MUV2 19.07.../  DE000GG822Z1  /

EUWAX
2024-06-20  9:32:26 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.060EUR +20.00% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 520.00 EUR 2024-07-19 Call
 

Master data

WKN: GG822Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 520.00 EUR
Maturity: 2024-07-19
Issue date: 2024-05-15
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 187.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -5.91
Time value: 0.25
Break-even: 522.46
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 3.84
Spread abs.: 0.20
Spread %: 434.78%
Delta: 0.12
Theta: -0.16
Omega: 22.18
Rho: 0.04
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -45.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.050
1M High / 1M Low: 0.130 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   407.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -