Goldman Sachs Call 60 RNL 19.12.2.../  DE000GG1QXL8  /

EUWAX
2024-06-07  9:15:04 AM Chg.0.000 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.520EUR 0.00% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 60.00 EUR 2025-12-19 Call
 

Master data

WKN: GG1QXL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-04
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.37
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.29
Parity: -0.81
Time value: 0.62
Break-even: 66.20
Moneyness: 0.87
Premium: 0.28
Premium p.a.: 0.17
Spread abs.: 0.10
Spread %: 19.23%
Delta: 0.49
Theta: -0.01
Omega: 4.08
Rho: 0.29
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+57.58%
3 Months  
+372.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.520
1M High / 1M Low: 0.640 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.438
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -