Goldman Sachs Call 175 PG 19.07.2.../  DE000GG79HB6  /

EUWAX
2024-05-24  11:29:44 AM Chg.-0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.040EUR -42.86% -
Bid Size: -
-
Ask Size: -
Procter and Gamble C... 175.00 USD 2024-07-19 Call
 

Master data

WKN: GG79HB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Procter and Gamble Co
Type: Warrant
Option type: Call
Strike price: 175.00 USD
Maturity: 2024-07-19
Issue date: 2024-05-03
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 282.26
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -0.89
Time value: 0.05
Break-even: 161.87
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 58.82%
Delta: 0.15
Theta: -0.02
Omega: 41.54
Rho: 0.03
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.040
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
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:   -