Goldman Sachs Call 12 BOY 19.12.2.../  DE000GG2N766  /

EUWAX
2024-06-07  10:30:17 AM Chg.+0.070 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.500EUR +16.28% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 12.00 EUR 2025-12-19 Call
 

Master data

WKN: GG2N76
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-18
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.21
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -2.20
Time value: 0.54
Break-even: 12.54
Moneyness: 0.82
Premium: 0.28
Premium p.a.: 0.17
Spread abs.: 0.07
Spread %: 14.96%
Delta: 0.35
Theta: 0.00
Omega: 6.29
Rho: 0.04
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.28%
1 Month
  -32.43%
3 Months
  -10.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.390
1M High / 1M Low: 0.740 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -