Goldman Sachs Call 700 MSFT 16.01.../  DE000GG2Y9B7  /

EUWAX
6/7/2024  9:29:26 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.440EUR 0.00% -
Bid Size: -
-
Ask Size: -
Microsoft Corporatio... 700.00 USD 1/16/2026 Call
 

Master data

WKN: GG2Y9B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 1/16/2026
Issue date: 2/1/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.08
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -25.57
Time value: 0.49
Break-even: 652.96
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 6.52%
Delta: 0.10
Theta: -0.02
Omega: 7.83
Rho: 0.54
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.38%
1 Month
  -4.35%
3 Months
  -25.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.390
1M High / 1M Low: 0.570 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.478
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -