Goldman Sachs Call 1200 MOH 19.12.../  DE000GG1N8Y5  /

EUWAX
9/12/2024  10:18:23 AM Chg.-0.030 Bid11:53:58 AM Ask11:53:58 AM Underlying Strike price Expiration date Option type
0.310EUR -8.82% 0.330
Bid Size: 10,000
0.530
Ask Size: 500
LVMH E... 1,200.00 EUR 12/19/2025 Call
 

Master data

WKN: GG1N8Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 1,200.00 EUR
Maturity: 12/19/2025
Issue date: 1/3/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 45.74
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.26
Parity: -59.30
Time value: 1.33
Break-even: 1,213.27
Moneyness: 0.51
Premium: 1.00
Premium p.a.: 0.73
Spread abs.: 1.02
Spread %: 328.06%
Delta: 0.12
Theta: -0.06
Omega: 5.40
Rho: 0.74
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.50%
1 Month
  -16.22%
3 Months
  -74.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.330
1M High / 1M Low: 0.530 0.330
6M High / 6M Low: 3.610 0.310
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   1.268
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.71%
Volatility 6M:   115.06%
Volatility 1Y:   -
Volatility 3Y:   -