Goldman Sachs Call 3 DDD 16.01.20.../  DE000GG4L2S9  /

EUWAX
2024-05-24  9:55:59 AM Chg.-0.08 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.43EUR -5.30% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 3.00 USD 2026-01-16 Call
 

Master data

WKN: GG4L2S
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3D Systems Corporation
Type: Warrant
Option type: Call
Strike price: 3.00 USD
Maturity: 2026-01-16
Issue date: 2024-03-04
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.18
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.46
Implied volatility: 0.80
Historic volatility: 0.60
Parity: 0.46
Time value: 1.02
Break-even: 4.25
Moneyness: 1.17
Premium: 0.32
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.37%
Delta: 0.77
Theta: 0.00
Omega: 1.67
Rho: 0.02
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.51
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -0.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.43
1M High / 1M Low: 1.80 1.43
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -