Goldman Sachs Call 1000 1N8 19.12.../  DE000GG1NE80  /

EUWAX
2024-07-04  11:14:56 AM Chg.-0.05 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
3.35EUR -1.47% -
Bid Size: -
-
Ask Size: -
ADYEN N.V. E... 1,000.00 EUR 2025-12-19 Call
 

Master data

WKN: GG1NE8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADYEN N.V. EO-,01
Type: Warrant
Option type: Call
Strike price: 1,000.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.23
Leverage: Yes

Calculated values

Fair value: 4.38
Intrinsic value: 1.39
Implied volatility: 0.50
Historic volatility: 0.69
Parity: 1.39
Time value: 2.14
Break-even: 1,353.00
Moneyness: 1.14
Premium: 0.19
Premium p.a.: 0.13
Spread abs.: 0.10
Spread %: 2.92%
Delta: 0.73
Theta: -0.26
Omega: 2.35
Rho: 6.95
 

Quote data

Open: 3.35
High: 3.35
Low: 3.35
Previous Close: 3.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.74%
1 Month
  -10.19%
3 Months
  -51.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.48 3.08
1M High / 1M Low: 4.16 3.08
6M High / 6M Low: 7.28 3.08
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.30
Avg. volume 1W:   0.00
Avg. price 1M:   3.66
Avg. volume 1M:   0.00
Avg. price 6M:   4.80
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.22%
Volatility 6M:   111.59%
Volatility 1Y:   -
Volatility 3Y:   -