Goldman Sachs Call 3.5 DDD 17.01..../  DE000GG4L1Z6  /

EUWAX
2024-05-24  9:55:59 AM Chg.-0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.850EUR -3.41% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 3.50 USD 2025-01-17 Call
 

Master data

WKN: GG4L1Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3D Systems Corporation
Type: Warrant
Option type: Call
Strike price: 3.50 USD
Maturity: 2025-01-17
Issue date: 2024-03-04
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.60
Parity: 0.00
Time value: 0.88
Break-even: 4.11
Moneyness: 1.00
Premium: 0.27
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 2.33%
Delta: 0.65
Theta: 0.00
Omega: 2.37
Rho: 0.01
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.46%
1 Month  
+2.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.850
1M High / 1M Low: 1.180 0.820
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.910
Avg. volume 1W:   0.000
Avg. price 1M:   0.949
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -