Goldman Sachs Call 800 DPZ 16.01..../  DE000GG6BEP0  /

EUWAX
31/05/2024  09:16:34 Chg.+0.05 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.44EUR +3.60% -
Bid Size: -
-
Ask Size: -
Dominos Pizza Inc 800.00 - 16/01/2026 Call
 

Master data

WKN: GG6BEP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 16/01/2026
Issue date: 03/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.07
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -33.12
Time value: 1.67
Break-even: 816.70
Moneyness: 0.59
Premium: 0.74
Premium p.a.: 0.41
Spread abs.: 0.30
Spread %: 21.90%
Delta: 0.18
Theta: -0.05
Omega: 5.17
Rho: 1.13
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.27%
1 Month
  -32.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 1.25
1M High / 1M Low: 1.84 1.25
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -