Goldman Sachs Call 140 XOM 20.03..../  DE000GG59AL2  /

EUWAX
2024-06-05  11:00:07 AM Chg.-0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.520EUR -5.45% -
Bid Size: -
-
Ask Size: -
Exxon Mobil Corp 140.00 USD 2026-03-20 Call
 

Master data

WKN: GG59AL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Exxon Mobil Corp
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2026-03-20
Issue date: 2024-03-15
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.54
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -2.51
Time value: 0.53
Break-even: 133.96
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.33
Theta: -0.01
Omega: 6.51
Rho: 0.52
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -24.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.540
1M High / 1M Low: 0.750 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.635
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -