Goldman Sachs Call 3 DDD 16.01.20.../  DE000GG4L2S9  /

EUWAX
2024-06-07  11:13:10 AM Chg.+0.30 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
2.11EUR +16.57% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 3.00 USD 2026-01-16 Call
 

Master data

WKN: GG4L2S
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3D Systems Corporation
Type: Warrant
Option type: Call
Strike price: 3.00 USD
Maturity: 2026-01-16
Issue date: 2024-03-04
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 1.87
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.28
Implied volatility: 0.84
Historic volatility: 0.62
Parity: 1.28
Time value: 0.88
Break-even: 4.91
Moneyness: 1.46
Premium: 0.22
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.41%
Delta: 0.83
Theta: 0.00
Omega: 1.54
Rho: 0.02
 

Quote data

Open: 2.11
High: 2.11
Low: 2.11
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.91%
1 Month  
+31.88%
3 Months
  -5.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.81 1.44
1M High / 1M Low: 1.81 1.43
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.61
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -