Goldman Sachs Call 500 AMGN 20.09.../  DE000GG2YK96  /

EUWAX
2024-05-23  9:24:58 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.020EUR -33.33% -
Bid Size: -
-
Ask Size: -
Amgen Inc 500.00 USD 2024-09-20 Call
 

Master data

WKN: GG2YK9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2024-09-20
Issue date: 2024-02-01
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 236.22
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.23
Parity: -17.61
Time value: 0.12
Break-even: 463.10
Moneyness: 0.62
Premium: 0.62
Premium p.a.: 3.34
Spread abs.: 0.10
Spread %: 476.19%
Delta: 0.04
Theta: -0.03
Omega: 10.46
Rho: 0.04
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month  
+100.00%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.020
1M High / 1M Low: 0.040 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   714.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -