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

EUWAX
25/07/2024  10:00:18 Chg.-0.22 Bid13:52:04 Ask13:52:04 Underlying Strike price Expiration date Option type
2.70EUR -7.53% 2.65
Bid Size: 10,000
2.68
Ask Size: 3,000
ADYEN N.V. E... 1,000.00 EUR 19/12/2025 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: 19/12/2025
Issue date: 03/01/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 3.90
Intrinsic value: 0.83
Implied volatility: 0.52
Historic volatility: 0.69
Parity: 0.83
Time value: 2.35
Break-even: 1,318.00
Moneyness: 1.08
Premium: 0.22
Premium p.a.: 0.15
Spread abs.: 0.10
Spread %: 3.25%
Delta: 0.70
Theta: -0.27
Omega: 2.38
Rho: 6.15
 

Quote data

Open: 2.70
High: 2.70
Low: 2.70
Previous Close: 2.92
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.64%
1 Month
  -17.43%
3 Months
  -27.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.36 2.92
1M High / 1M Low: 3.48 2.92
6M High / 6M Low: 7.28 2.92
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.19
Avg. volume 1W:   0.00
Avg. price 1M:   3.25
Avg. volume 1M:   0.00
Avg. price 6M:   4.76
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.20%
Volatility 6M:   111.87%
Volatility 1Y:   -
Volatility 3Y:   -