Goldman Sachs Call 10 BOY 20.03.2.../  DE000GG7DBT2  /

EUWAX
2024-06-07  10:08:47 AM Chg.+0.12 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.22EUR +10.91% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 10.00 EUR 2026-03-20 Call
 

Master data

WKN: GG7DBT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2026-03-20
Issue date: 2024-04-24
Last trading day: 2026-03-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.71
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.24
Parity: -0.20
Time value: 1.27
Break-even: 11.27
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 8.55%
Delta: 0.62
Theta: 0.00
Omega: 4.77
Rho: 0.09
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.63%
1 Month
  -16.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.01
1M High / 1M Low: 1.62 1.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   65.22
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -