Goldman Sachs Call 3.5 DDD 17.01..../  DE000GG4L1Z6  /

EUWAX
2024-06-07  11:13:10 AM Chg.+0.25 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.41EUR +21.55% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 3.50 USD 2025-01-17 Call
 

Master data

WKN: GG4L1Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3D Systems Corporation
Type: Warrant
Option type: Call
Strike price: 3.50 USD
Maturity: 2025-01-17
Issue date: 2024-03-04
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.00
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.57
Implied volatility: 0.85
Historic volatility: 0.63
Parity: 0.57
Time value: 0.70
Break-even: 4.51
Moneyness: 1.18
Premium: 0.18
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 1.60%
Delta: 0.73
Theta: 0.00
Omega: 2.19
Rho: 0.01
 

Quote data

Open: 1.41
High: 1.41
Low: 1.41
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.67%
1 Month  
+48.42%
3 Months
  -23.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.41 0.83
1M High / 1M Low: 1.41 0.83
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -