Goldman Sachs Call 130 EA 20.03.2.../  DE000GG6CA33  /

EUWAX
2024-07-24  3:35:33 PM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
2.68EUR - -
Bid Size: -
-
Ask Size: -
Electronic Arts Inc 130.00 USD 2026-03-20 Call
 

Master data

WKN: GG6CA3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2026-03-20
Issue date: 2024-04-04
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.90
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 1.03
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 1.03
Time value: 1.63
Break-even: 146.55
Moneyness: 1.09
Premium: 0.13
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.76%
Delta: 0.72
Theta: -0.02
Omega: 3.53
Rho: 1.11
 

Quote data

Open: 2.68
High: 2.68
Low: 2.68
Previous Close: 2.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.42%
1 Month
  -2.90%
3 Months  
+28.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.06 2.62
1M High / 1M Low: 3.06 2.41
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.79
Avg. volume 1W:   0.00
Avg. price 1M:   2.71
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -