Goldman Sachs Call 140 ROST 16.08.../  DE000GG639Z9  /

EUWAX
2024-07-04  11:04:07 AM Chg.- Bid6:09:12 PM Ask6:09:12 PM Underlying Strike price Expiration date Option type
0.670EUR - 0.680
Bid Size: 10,000
0.710
Ask Size: 10,000
Ross Stores Inc 140.00 USD 2024-08-16 Call
 

Master data

WKN: GG639Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-08-16
Issue date: 2024-04-15
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.30
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.37
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 0.37
Time value: 0.32
Break-even: 136.40
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 7.81%
Delta: 0.66
Theta: -0.06
Omega: 12.81
Rho: 0.09
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.29%
1 Month  
+17.54%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.670
1M High / 1M Low: 1.150 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.851
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -