Goldman Sachs Call 48 INTC 18.06..../  DE000GG4FND3  /

EUWAX
2024-05-31  10:33:37 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.280EUR 0.00% -
Bid Size: -
-
Ask Size: -
Intel Corporation 48.00 USD 2026-06-18 Call
 

Master data

WKN: GG4FND
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2026-06-18
Issue date: 2024-02-29
Last trading day: 2026-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.20
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.35
Parity: -1.58
Time value: 0.31
Break-even: 47.34
Moneyness: 0.64
Premium: 0.66
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.34%
Delta: 0.37
Theta: 0.00
Omega: 3.37
Rho: 0.15
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.50%
3 Months
  -67.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.280
1M High / 1M Low: 0.330 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -