Goldman Sachs Call 260 WM 20.03.2.../  DE000GG5LRN8  /

EUWAX
2024-05-22  10:59:22 AM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.770EUR - -
Bid Size: -
-
Ask Size: -
Waste Management 260.00 USD 2026-03-20 Call
 

Master data

WKN: GG5LRN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Waste Management
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2026-03-20
Issue date: 2024-03-25
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.70
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.14
Parity: -4.76
Time value: 0.81
Break-even: 247.64
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 6.58%
Delta: 0.31
Theta: -0.02
Omega: 7.28
Rho: 0.93
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.67%
1 Month
  -14.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.750
1M High / 1M Low: 1.060 0.750
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.860
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -