Goldman Sachs Call 100 BNP 19.12..../  DE000GG1ND16  /

EUWAX
2024-05-06  9:53:15 AM Chg.-0.005 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.066EUR -7.04% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 100.00 EUR 2025-12-19 Call
 

Master data

WKN: GG1ND1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.31
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -3.24
Time value: 0.22
Break-even: 102.16
Moneyness: 0.68
Premium: 0.51
Premium p.a.: 0.29
Spread abs.: 0.15
Spread %: 227.27%
Delta: 0.20
Theta: -0.01
Omega: 6.31
Rho: 0.19
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month  
+3.13%
3 Months  
+266.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.076 0.071
1M High / 1M Low: 0.089 0.057
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -