Goldman Sachs Call 10 BOY 20.03.2.../  DE000GG7DBT2  /

EUWAX
12/11/2024  17:48:17 Chg.-0.090 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.570EUR -13.64% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 10.00 EUR 20/03/2026 Call
 

Master data

WKN: GG7DBT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 20/03/2026
Issue date: 24/04/2024
Last trading day: 19/03/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.67
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.27
Parity: -0.88
Time value: 0.72
Break-even: 10.72
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.13
Spread abs.: 0.10
Spread %: 16.13%
Delta: 0.47
Theta: 0.00
Omega: 5.96
Rho: 0.05
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.67%
1 Month
  -30.49%
3 Months
  -22.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.660
1M High / 1M Low: 0.900 0.640
6M High / 6M Low: 1.420 0.580
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.737
Avg. volume 1M:   0.000
Avg. price 6M:   0.956
Avg. volume 6M:   11.628
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.39%
Volatility 6M:   136.62%
Volatility 1Y:   -
Volatility 3Y:   -