Goldman Sachs Call 140 ROST 17.01.../  DE000GG6BG46  /

EUWAX
2024-07-26  9:24:42 AM Chg.-0.04 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.13EUR -3.42% -
Bid Size: -
-
Ask Size: -
Ross Stores Inc 140.00 USD 2025-01-17 Call
 

Master data

WKN: GG6BG4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.49
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.08
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.08
Time value: 1.05
Break-even: 140.26
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.09
Spread %: 8.65%
Delta: 0.59
Theta: -0.03
Omega: 6.74
Rho: 0.31
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.40%
1 Month
  -33.53%
3 Months  
+13.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.32 1.13
1M High / 1M Low: 1.85 1.13
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -