Goldman Sachs Call 700 MUV2 19.12.../  DE000GQ9DYM3  /

EUWAX
2024-05-21  9:20:50 AM Chg.+0.010 Bid5:35:36 PM Ask5:35:36 PM Underlying Strike price Expiration date Option type
0.330EUR +3.13% 0.330
Bid Size: 10,000
0.630
Ask Size: 1,000
MUENCH.RUECKVERS.VNA... 700.00 EUR 2025-12-19 Call
 

Master data

WKN: GQ9DYM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-20
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 73.43
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -24.18
Time value: 0.62
Break-even: 706.24
Moneyness: 0.65
Premium: 0.54
Premium p.a.: 0.31
Spread abs.: 0.30
Spread %: 92.59%
Delta: 0.11
Theta: -0.03
Omega: 8.43
Rho: 0.73
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.00%
1 Month  
+94.12%
3 Months  
+120.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.250
1M High / 1M Low: 0.320 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -