Goldman Sachs Call 600 MUV2 19.12.../  DE000GG1N6A9  /

EUWAX
2024-09-20  10:54:20 AM Chg.+0.08 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
1.26EUR +6.78% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 600.00 EUR 2025-12-19 Call
 

Master data

WKN: GG1N6A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 600.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.25
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -11.25
Time value: 1.56
Break-even: 615.60
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.21
Spread abs.: 0.30
Spread %: 23.81%
Delta: 0.26
Theta: -0.05
Omega: 8.24
Rho: 1.41
 

Quote data

Open: 1.26
High: 1.26
Low: 1.26
Previous Close: 1.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+17.76%
3 Months  
+4.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.26 1.15
1M High / 1M Low: 1.62 1.07
6M High / 6M Low: 1.62 0.37
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   0.99
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.69%
Volatility 6M:   147.28%
Volatility 1Y:   -
Volatility 3Y:   -