Goldman Sachs Call 10 VVU 21.06.2.../  DE000GG222W1  /

EUWAX
2024-05-17  11:11:25 AM Chg.+0.001 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.029EUR +3.57% -
Bid Size: -
-
Ask Size: -
VIVENDI SE INH. E... 10.00 EUR 2024-06-21 Call
 

Master data

WKN: GG222W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VIVENDI SE INH. EO 5,5
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2024-06-21
Issue date: 2024-01-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.51
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.01
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.01
Time value: 0.04
Break-even: 10.52
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 62.50%
Delta: 0.59
Theta: -0.01
Omega: 11.47
Rho: 0.01
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month  
+26.09%
3 Months
  -66.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.026
1M High / 1M Low: 0.034 0.018
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -