Goldman Sachs Call 170 AMD 07.06..../  DE000GG84L02  /

EUWAX
2024-05-31  10:07:44 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.250EUR -7.41% -
Bid Size: -
-
Ask Size: -
Advanced Micro Devic... 170.00 USD 2024-06-07 Call
 

Master data

WKN: GG84L0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Advanced Micro Devices Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-06-07
Issue date: 2024-05-16
Last trading day: 2024-06-06
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.69
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.42
Parity: -0.29
Time value: 0.32
Break-even: 159.86
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 9.32
Spread abs.: 0.03
Spread %: 10.49%
Delta: 0.42
Theta: -0.36
Omega: 20.21
Rho: 0.01
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.47%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.250
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -