Goldman Sachs Call 6500 SX5E 20.0.../  DE000GG5UEC0  /

EUWAX
2024-05-27  5:23:39 PM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.480EUR +2.13% -
Bid Size: -
-
Ask Size: -
DJ EURO STOXX 50 EUR... 6,500.00 EUR 2026-03-20 Call
 

Master data

WKN: GG5UEC
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: 2026-03-20
Issue date: 2024-03-27
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 96.69
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -14.62
Time value: 0.52
Break-even: 6,552.10
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 10.62%
Delta: 0.14
Theta: -0.20
Omega: 13.30
Rho: 11.61
 

Quote data

Open: 0.470
High: 0.480
Low: 0.460
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -5.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.470
1M High / 1M Low: 0.580 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -