Goldman Sachs Call 800 DPZ 17.01..../  DE000GG6BCS8  /

EUWAX
2024-05-02  9:46:25 AM Chg.-0.110 Bid5:42:40 PM Ask5:42:40 PM Underlying Strike price Expiration date Option type
0.290EUR -27.50% 0.270
Bid Size: 10,000
0.370
Ask Size: 10,000
Dominos Pizza Inc 800.00 - 2025-01-17 Call
 

Master data

WKN: GG6BCS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 2025-01-17
Issue date: 2024-04-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 90.41
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -31.81
Time value: 0.53
Break-even: 805.33
Moneyness: 0.60
Premium: 0.67
Premium p.a.: 1.06
Spread abs.: 0.15
Spread %: 39.16%
Delta: 0.09
Theta: -0.05
Omega: 7.80
Rho: 0.26
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.82%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.220
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -