Goldman Sachs Call 8 BOY 20.03.20.../  DE000GG7NT38  /

EUWAX
2024-06-07  11:47:27 AM Chg.+0.15 Bid6:22:25 PM Ask6:22:25 PM Underlying Strike price Expiration date Option type
2.37EUR +6.76% 2.38
Bid Size: 5,000
2.58
Ask Size: 5,000
BCO BIL.VIZ.ARG.NOM.... 8.00 EUR 2026-03-20 Call
 

Master data

WKN: GG7NT3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 8.00 EUR
Maturity: 2026-03-20
Issue date: 2024-05-07
Last trading day: 2026-03-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.93
Leverage: Yes

Calculated values

Fair value: 2.61
Intrinsic value: 1.80
Implied volatility: 0.20
Historic volatility: 0.24
Parity: 1.80
Time value: 0.69
Break-even: 10.49
Moneyness: 1.22
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.35
Spread %: 16.36%
Delta: 0.87
Theta: 0.00
Omega: 3.44
Rho: 0.11
 

Quote data

Open: 2.37
High: 2.37
Low: 2.37
Previous Close: 2.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.95%
1 Month
  -13.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.61 2.09
1M High / 1M Low: 2.82 2.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.33
Avg. volume 1W:   0.00
Avg. price 1M:   2.50
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -