Goldman Sachs Call 15 BOY 20.03.2.../  DE000GG7D2H9  /

EUWAX
2024-05-31  10:21:50 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.200EUR 0.00% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 15.00 EUR 2026-03-20 Call
 

Master data

WKN: GG7D2H
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: 2026-03-20
Issue date: 2024-04-24
Last trading day: 2026-03-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 38.08
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -5.06
Time value: 0.26
Break-even: 15.26
Moneyness: 0.66
Premium: 0.54
Premium p.a.: 0.27
Spread abs.: 0.06
Spread %: 29.21%
Delta: 0.18
Theta: 0.00
Omega: 6.72
Rho: 0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -51.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.200
1M High / 1M Low: 0.290 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -