Goldman Sachs Call 51 INTC 18.06..../  DE000GG4FNB7  /

EUWAX
2024-06-07  10:20:08 AM Chg.0.000 Bid4:27:32 PM Ask4:27:32 PM Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 150,000
0.260
Ask Size: 150,000
Intel Corporation 51.00 USD 2026-06-18 Call
 

Master data

WKN: GG4FNB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 51.00 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: 11.00
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -1.89
Time value: 0.25
Break-even: 49.36
Moneyness: 0.60
Premium: 0.77
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 4.10%
Delta: 0.32
Theta: 0.00
Omega: 3.51
Rho: 0.13
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -3.85%
3 Months
  -72.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.240
1M High / 1M Low: 0.280 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   465.826
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -