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

EUWAX
14/10/2024  11:22:37 Chg.-0.070 Bid11:58:05 Ask11:58:05 Underlying Strike price Expiration date Option type
0.460EUR -13.21% 0.460
Bid Size: 10,000
0.660
Ask Size: 500
LVMH E... 1,200.00 EUR 19/12/2025 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: 19/12/2025
Issue date: 03/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.22
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -54.69
Time value: 2.03
Break-even: 1,220.27
Moneyness: 0.54
Premium: 0.87
Premium p.a.: 0.70
Spread abs.: 1.50
Spread %: 284.63%
Delta: 0.16
Theta: -0.09
Omega: 5.04
Rho: 0.97
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month  
+53.33%
3 Months
  -42.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.460
1M High / 1M Low: 0.550 0.250
6M High / 6M Low: 2.230 0.250
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   0.888
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.88%
Volatility 6M:   142.39%
Volatility 1Y:   -
Volatility 3Y:   -