Goldman Sachs Call 12.5 FTE 21.06.../  DE000GG76H40  /

EUWAX
2024-05-17  9:50:20 AM Chg.0.000 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.002EUR 0.00% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 12.50 EUR 2024-06-21 Call
 

Master data

WKN: GG76H4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 12.50 EUR
Maturity: 2024-06-21
Issue date: 2024-05-02
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 207.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.13
Parity: -1.69
Time value: 0.05
Break-even: 12.55
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 3.97
Spread abs.: 0.05
Spread %: 5,100.00%
Delta: 0.10
Theta: 0.00
Omega: 20.78
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
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:   -