Goldman Sachs Call 65 INTC 18.06..../  DE000GG5Q2T1  /

EUWAX
2024-06-07  9:54:39 AM Chg.+0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% -
Bid Size: -
-
Ask Size: -
Intel Corporation 65.00 USD 2026-06-18 Call
 

Master data

WKN: GG5Q2T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2026-06-18
Issue date: 2024-03-27
Last trading day: 2026-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.23
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.35
Parity: -3.17
Time value: 0.20
Break-even: 62.18
Moneyness: 0.47
Premium: 1.18
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.24
Theta: 0.00
Omega: 3.45
Rho: 0.10
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.160 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -