Goldman Sachs Call 120 BIDU 17.05.../  DE000GG37HS8  /

EUWAX
2024-05-03  4:07:00 PM Chg.+0.090 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.190EUR +90.00% -
Bid Size: -
-
Ask Size: -
Baidu Inc 120.00 USD 2024-05-17 Call
 

Master data

WKN: GG37HS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-05-17
Issue date: 2024-02-09
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.89
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.36
Parity: -0.61
Time value: 0.27
Break-even: 114.22
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 8.58
Spread abs.: 0.06
Spread %: 28.44%
Delta: 0.34
Theta: -0.18
Omega: 13.37
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.220
Low: 0.190
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+280.00%
1 Month
  -24.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.080
1M High / 1M Low: 0.250 0.024
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   558.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -