Goldman Sachs Call 700 MUV2 19.12.../  DE000GQ9DYM3  /

EUWAX
2024-06-06  10:57:11 AM Chg.+0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.490EUR +4.26% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 700.00 EUR 2025-12-19 Call
 

Master data

WKN: GQ9DYM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-20
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 58.83
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -24.35
Time value: 0.78
Break-even: 707.76
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 0.33
Spread abs.: 0.34
Spread %: 77.17%
Delta: 0.13
Theta: -0.03
Omega: 7.70
Rho: 0.80
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.00%
1 Month  
+250.00%
3 Months  
+145.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.470
1M High / 1M Low: 0.510 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.334
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -