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

EUWAX
2024-07-26  11:29:37 AM Chg.-0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.410EUR -6.82% -
Bid Size: -
-
Ask Size: -
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: 30.45
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.10
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 0.10
Time value: 0.32
Break-even: 133.29
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.54
Spread abs.: 0.07
Spread %: 19.61%
Delta: 0.57
Theta: -0.09
Omega: 17.38
Rho: 0.04
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.31%
1 Month
  -62.39%
3 Months
  -12.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.440
1M High / 1M Low: 1.250 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.795
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -