Goldman Sachs Call 100 MMM 20.03..../  DE000GG6DGW7  /

EUWAX
2024-04-30  9:19:33 AM Chg.- Bid9:40:15 AM Ask9:40:15 AM Underlying Strike price Expiration date Option type
1.21EUR - 1.44
Bid Size: 20,000
1.51
Ask Size: 20,000
3M Company 100.00 USD 2026-03-20 Call
 

Master data

WKN: GG6DGW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2026-03-20
Issue date: 2024-04-04
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.16
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.27
Parity: -0.15
Time value: 1.49
Break-even: 108.21
Moneyness: 0.98
Premium: 0.18
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 2.05%
Delta: 0.63
Theta: -0.01
Omega: 3.90
Rho: 0.81
 

Quote data

Open: 1.21
High: 1.21
Low: 1.21
Previous Close: 1.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.54%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.21 1.17
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -