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

EUWAX
5/16/2024  11:44:43 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 60.00 EUR 12/19/2025 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: 12/19/2025
Issue date: 1/4/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.52
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.29
Parity: -0.99
Time value: 0.44
Break-even: 64.35
Moneyness: 0.84
Premium: 0.28
Premium p.a.: 0.17
Spread abs.: 0.08
Spread %: 20.83%
Delta: 0.43
Theta: -0.01
Omega: 4.90
Rho: 0.27
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -2.70%
3 Months  
+157.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.300
1M High / 1M Low: 0.380 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -