Goldman Sachs Call 70 BNP 17.05.2.../  DE000GG442Y1  /

EUWAX
2024-05-03  10:14:49 AM Chg.+0.013 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.046EUR +39.39% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 70.00 EUR 2024-05-17 Call
 

Master data

WKN: GG442Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-05-17
Issue date: 2024-02-23
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 52.03
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.22
Parity: -0.24
Time value: 0.13
Break-even: 71.30
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 3.39
Spread abs.: 0.10
Spread %: 333.33%
Delta: 0.36
Theta: -0.08
Omega: 18.71
Rho: 0.01
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.033
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.67%
1 Month
  -47.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.078 0.033
1M High / 1M Low: 0.130 0.033
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   463.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -