Goldman Sachs Call 1100 Novo-Nord.../  DE000GG1FZ10  /

EUWAX
2024-09-11  10:23:20 AM Chg.0.000 Bid5:55:12 PM Ask5:55:12 PM Underlying Strike price Expiration date Option type
0.160EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 1,100.00 DKK 2024-12-20 Call
 

Master data

WKN: GG1FZ1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,100.00 DKK
Maturity: 2024-12-20
Issue date: 2023-12-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 65.42
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.33
Parity: -3.03
Time value: 0.18
Break-even: 149.20
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 1.42
Spread abs.: 0.03
Spread %: 20.13%
Delta: 0.16
Theta: -0.03
Omega: 10.37
Rho: 0.05
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -30.43%
3 Months
  -78.08%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.310 0.160
6M High / 6M Low: 0.900 0.150
High (YTD): 2024-03-14 0.900
Low (YTD): 2024-08-08 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   0.483
Avg. volume 6M:   50.794
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.53%
Volatility 6M:   196.56%
Volatility 1Y:   -
Volatility 3Y:   -