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

EUWAX
6/18/2024  10:24:08 AM Chg.-0.010 Bid12:28:32 PM Ask12:28:32 PM Underlying Strike price Expiration date Option type
0.490EUR -2.00% 0.510
Bid Size: 10,000
0.810
Ask Size: 2,000
MUENCH.RUECKVERS.VNA... 700.00 EUR 12/19/2025 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: 12/19/2025
Issue date: 2/20/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 57.49
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -24.18
Time value: 0.80
Break-even: 707.97
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 0.34
Spread abs.: 0.32
Spread %: 67.44%
Delta: 0.13
Theta: -0.03
Omega: 7.64
Rho: 0.80
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.26%
1 Month  
+58.06%
3 Months  
+113.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.500
1M High / 1M Low: 0.550 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.450
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -