Goldman Sachs Call 60 NWT 16.01.2.../  DE000GG22484  /

EUWAX
2024-06-12  9:11:40 AM Chg.-0.040 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.660EUR -5.71% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 60.00 - 2026-01-16 Call
 

Master data

WKN: GG2248
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2026-01-16
Issue date: 2024-01-24
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.49
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -0.68
Time value: 0.71
Break-even: 67.10
Moneyness: 0.89
Premium: 0.26
Premium p.a.: 0.16
Spread abs.: 0.07
Spread %: 10.94%
Delta: 0.52
Theta: -0.01
Omega: 3.88
Rho: 0.33
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -32.65%
3 Months
  -12.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.660
1M High / 1M Low: 0.980 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -