Goldman Sachs Call 6500 SX5E 19.1.../  DE000GG5C853  /

EUWAX
2024-05-28  10:59:27 AM Chg.+0.030 Bid11:26:06 AM Ask11:26:06 AM Underlying Strike price Expiration date Option type
0.330EUR +10.00% 0.320
Bid Size: 20,000
0.370
Ask Size: 10,000
DJ EURO STOXX 50 EUR... 6,500.00 EUR 2025-12-19 Call
 

Master data

WKN: GG5C85
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,500.00 EUR
Maturity: 2025-12-19
Issue date: 2024-03-19
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 141.39
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -14.38
Time value: 0.36
Break-even: 6,535.80
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 16.23%
Delta: 0.11
Theta: -0.17
Omega: 15.20
Rho: 7.93
 

Quote data

Open: 0.310
High: 0.330
Low: 0.310
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.300
1M High / 1M Low: 0.390 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.328
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -