OverviewChartNewsTraderScreen

Goldman Sachs Call 1000 ASME 20.0.../  DE000GG128D0  /

EUWAX
2024-06-28  10:52:20 AM Chg.+0.42 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
12.71EUR +3.42% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 1,000.00 EUR 2025-06-20 Call
 

Master data

WKN: GG128D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 1,000.00 EUR
Maturity: 2025-06-20
Issue date: 2023-12-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.67
Leverage: Yes

Calculated values

Fair value: 11.35
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.30
Parity: -3.58
Time value: 12.57
Break-even: 1,125.70
Moneyness: 0.96
Premium: 0.17
Premium p.a.: 0.17
Spread abs.: 1.00
Spread %: 8.64%
Delta: 0.56
Theta: -0.22
Omega: 4.33
Rho: 4.08
 

Quote data

Open: 12.71
High: 12.71
Low: 12.71
Previous Close: 12.29
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.15%
1 Month  
+37.41%
3 Months  
+26.22%
YTD  
+469.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.71 10.29
1M High / 1M Low: 13.74 7.99
6M High / 6M Low: 13.74 1.30
High (YTD): 2024-06-20 13.74
Low (YTD): 2024-01-16 1.30
52W High: - -
52W Low: - -
Avg. price 1W:   11.87
Avg. volume 1W:   0.00
Avg. price 1M:   11.45
Avg. volume 1M:   0.00
Avg. price 6M:   8.12
Avg. volume 6M:   11.59
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.93%
Volatility 6M:   179.77%
Volatility 1Y:   -
Volatility 3Y:   -