Goldman Sachs Call 350 HD 17.05.2.../  DE000GG2BZS8  /

EUWAX
2024-04-26  11:20:22 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.260EUR 0.00% -
Bid Size: -
-
Ask Size: -
Home Depot Inc 350.00 USD 2024-05-17 Call
 

Master data

WKN: GG2BZS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2024-05-17
Issue date: 2024-01-11
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 97.32
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -1.69
Time value: 0.32
Break-even: 330.50
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 2.13
Spread abs.: 0.03
Spread %: 10.38%
Delta: 0.25
Theta: -0.18
Omega: 24.32
Rho: 0.04
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.21%
1 Month
  -92.95%
3 Months
  -86.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.260
1M High / 1M Low: 3.690 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   1.136
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -