Goldman Sachs Call 15 BOY 19.12.2.../  DE000GG7D6Y5  /

EUWAX
2024-06-07  10:07:58 AM Chg.+0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.140EUR +16.67% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 15.00 EUR 2025-12-19 Call
 

Master data

WKN: GG7D6Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-24
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 55.90
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -5.11
Time value: 0.18
Break-even: 15.18
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 0.32
Spread abs.: 0.05
Spread %: 39.37%
Delta: 0.14
Theta: 0.00
Omega: 7.67
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -41.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.240 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -