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Goldman Sachs Call 100 BNP 20.06..../  DE000GG12FE5  /

EUWAX
7/26/2024  11:11:57 AM Chg.+0.007 Bid4:46:37 PM Ask4:46:37 PM Underlying Strike price Expiration date Option type
0.030EUR +30.43% 0.029
Bid Size: 20,000		 0.049
Ask Size: 5,000		 BNP PARIBAS INH. ... 100.00 EUR 6/20/2025 Call
 

Master data

WKN: GG12FE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 6/20/2025
Issue date: 12/15/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 50.44
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -3.54
Time value: 0.13
Break-even: 101.28
Moneyness: 0.65
Premium: 0.57
Premium p.a.: 0.65
Spread abs.: 0.10
Spread %: 412.00%
Delta: 0.14
Theta: -0.01
Omega: 6.96
Rho: 0.07
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+50.00%
3 Months
  -31.82%
YTD  
+11.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.022
1M High / 1M Low: 0.030 0.019
6M High / 6M Low: 0.067 0.010
High (YTD): 5/15/2024 0.067
Low (YTD): 2/20/2024 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.50%
Volatility 6M:   172.91%
Volatility 1Y:   -
Volatility 3Y:   -