Goldman Sachs Call 120 MMM 20.03..../  DE000GG6DKH0  /

EUWAX
2024-04-30  9:19:42 AM Chg.- Bid9:35:53 AM Ask9:35:53 AM Underlying Strike price Expiration date Option type
0.600EUR - 0.750
Bid Size: 10,000
0.820
Ask Size: 10,000
3M Company 120.00 USD 2026-03-20 Call
 

Master data

WKN: GG6DKH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 120.00 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: 11.94
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.27
Parity: -2.01
Time value: 0.77
Break-even: 119.66
Moneyness: 0.82
Premium: 0.30
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.42
Theta: -0.01
Omega: 4.97
Rho: 0.58
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.570
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.582
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:   -