Goldman Sachs Call 700 MSFT 20.03.../  DE000GG2Y9L6  /

EUWAX
2024-05-03  11:44:38 AM Chg.-0.030 Bid7:42:51 PM Ask7:42:51 PM Underlying Strike price Expiration date Option type
0.540EUR -5.26% 0.580
Bid Size: 50,000
0.590
Ask Size: 50,000
Microsoft Corporatio... 700.00 USD 2026-03-20 Call
 

Master data

WKN: GG2Y9L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 2026-03-20
Issue date: 2024-02-01
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.21
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -28.16
Time value: 0.56
Break-even: 657.99
Moneyness: 0.57
Premium: 0.77
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 5.66%
Delta: 0.10
Theta: -0.02
Omega: 6.95
Rho: 0.63
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.00%
1 Month
  -34.15%
3 Months
  -15.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.570
1M High / 1M Low: 0.960 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.795
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -