Goldman Sachs Call 500 AMGN 21.03.../  DE000GG7QUV0  /

EUWAX
2024-05-27  11:13:50 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.120EUR - -
Bid Size: -
-
Ask Size: -
Amgen Inc 500.00 USD 2025-03-21 Call
 

Master data

WKN: GG7QUV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2025-03-21
Issue date: 2024-05-08
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 129.34
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -17.90
Time value: 0.22
Break-even: 463.16
Moneyness: 0.61
Premium: 0.64
Premium p.a.: 0.84
Spread abs.: 0.10
Spread %: 84.75%
Delta: 0.07
Theta: -0.02
Omega: 8.90
Rho: 0.14
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
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:   -