Goldman Sachs Call 70 MO 16.01.20.../  DE000GG4ZD19  /

EUWAX
2024-06-04  11:20:22 AM Chg.-0.001 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.017EUR -5.56% -
Bid Size: -
-
Ask Size: -
Altria Group Inc 70.00 USD 2026-01-16 Call
 

Master data

WKN: GG4ZD1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2026-01-16
Issue date: 2024-03-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 158.07
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.17
Parity: -2.15
Time value: 0.03
Break-even: 64.45
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 58.82%
Delta: 0.07
Theta: 0.00
Omega: 11.16
Rho: 0.04
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month  
+70.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.016
1M High / 1M Low: 0.022 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -