Goldman Sachs Call 24 DHER 21.06..../  DE000GG79EQ1  /

EUWAX
2024-06-12  10:59:07 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.420EUR - -
Bid Size: -
-
Ask Size: -
DELIVERY HERO SE NA ... 24.00 EUR 2024-06-21 Call
 

Master data

WKN: GG79EQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DELIVERY HERO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-06-21
Issue date: 2024-05-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.97
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.50
Implied volatility: 1.66
Historic volatility: 0.69
Parity: 0.50
Time value: 0.08
Break-even: 29.83
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 2.62
Spread abs.: 0.15
Spread %: 33.72%
Delta: 0.82
Theta: -0.12
Omega: 4.05
Rho: 0.00
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month  
+31.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.410
1M High / 1M Low: 0.830 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.578
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   491.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -