Goldman Sachs Call 500 AMGN 16.08.../  DE000GG7R5G8  /

EUWAX
2024-05-23  9:31:09 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.020EUR 0.00% -
Bid Size: -
-
Ask Size: -
Amgen Inc 500.00 USD 2024-08-16 Call
 

Master data

WKN: GG7R5G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2024-08-16
Issue date: 2024-05-08
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 248.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.23
Parity: -17.61
Time value: 0.12
Break-even: 463.04
Moneyness: 0.62
Premium: 0.62
Premium p.a.: 6.94
Spread abs.: 0.10
Spread %: 666.67%
Delta: 0.04
Theta: -0.04
Omega: 10.55
Rho: 0.03
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.020
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
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:   -