Goldman Sachs Call 800 DPZ 17.01..../  DE000GG6BCS8  /

EUWAX
5/17/2024  9:05:52 AM Chg.-0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.210EUR -4.55% -
Bid Size: -
-
Ask Size: -
Dominos Pizza Inc 800.00 - 1/17/2025 Call
 

Master data

WKN: GG6BCS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 1/17/2025
Issue date: 4/3/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 133.34
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -32.80
Time value: 0.35
Break-even: 803.54
Moneyness: 0.59
Premium: 0.70
Premium p.a.: 1.22
Spread abs.: 0.15
Spread %: 73.53%
Delta: 0.06
Theta: -0.04
Omega: 8.54
Rho: 0.18
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+5.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.400 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -