Goldman Sachs Call 80 HOT 19.12.2.../  DE000GG1SS55  /

EUWAX
2024-05-31  5:15:20 PM Chg.-0.06 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.80EUR -2.10% -
Bid Size: -
-
Ask Size: -
HOCHTIEF AG 80.00 EUR 2025-12-19 Call
 

Master data

WKN: GG1SS5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HOCHTIEF AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-05
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.19
Leverage: Yes

Calculated values

Fair value: 2.82
Intrinsic value: 2.12
Implied volatility: 0.36
Historic volatility: 0.25
Parity: 2.12
Time value: 1.05
Break-even: 111.70
Moneyness: 1.27
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.30
Spread %: 10.45%
Delta: 0.81
Theta: -0.02
Omega: 2.59
Rho: 0.78
 

Quote data

Open: 2.78
High: 2.80
Low: 2.78
Previous Close: 2.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month  
+2.94%
3 Months
  -12.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.97 2.84
1M High / 1M Low: 3.13 2.63
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.90
Avg. volume 1W:   0.00
Avg. price 1M:   2.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -