Goldman Sachs Call 60 RNL 19.12.2.../  DE000GG1QXL8  /

EUWAX
2024-05-02  10:02:43 AM Chg.-0.050 Bid10:15:18 AM Ask10:15:18 AM Underlying Strike price Expiration date Option type
0.310EUR -13.89% 0.320
Bid Size: 30,000
0.330
Ask Size: 30,000
RENAULT INH. EO... 60.00 EUR 2025-12-19 Call
 

Master data

WKN: GG1QXL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-04
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.29
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.30
Parity: -1.33
Time value: 0.33
Break-even: 63.27
Moneyness: 0.78
Premium: 0.35
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 18.05%
Delta: 0.36
Theta: -0.01
Omega: 5.10
Rho: 0.22
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.89%
1 Month  
+3.33%
3 Months  
+342.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.340
1M High / 1M Low: 0.480 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.355
Avg. volume 1W:   0.000
Avg. price 1M:   0.378
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -