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

EUWAX
2024-05-31  11:18:02 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.900EUR +3.45% -
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: 3.82
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.02
Implied volatility: 0.81
Historic volatility: 0.60
Parity: 0.02
Time value: 0.83
Break-even: 4.08
Moneyness: 1.01
Premium: 0.26
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 2.41%
Delta: 0.64
Theta: 0.00
Omega: 2.45
Rho: 0.01
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month  
+1.12%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.870
1M High / 1M Low: 1.180 0.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.954
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -