Goldman Sachs Call 6500 SX5E 20.0.../  DE000GG5UEC0  /

EUWAX
2024-06-21  8:24:25 AM Chg.+0.020 Bid8:42:09 AM Ask8:42:09 AM Underlying Strike price Expiration date Option type
0.370EUR +5.71% 0.360
Bid Size: 10,000
0.410
Ask Size: 1,000
DJ EURO STOXX 50 EUR... 6,500.00 EUR 2026-03-20 Call
 

Master data

WKN: GG5UEC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,500.00 EUR
Maturity: 2026-03-20
Issue date: 2024-03-27
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 128.96
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.12
Parity: -16.38
Time value: 0.38
Break-even: 6,537.70
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 15.29%
Delta: 0.10
Theta: -0.16
Omega: 13.32
Rho: 8.11
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.63%
1 Month
  -28.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.320
1M High / 1M Low: 0.520 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -