Goldman Sachs Call 15 BOY 20.03.2.../  DE000GG7D2H9  /

EUWAX
9/3/2024  10:06:59 AM Chg.- Bid10:03:55 AM Ask10:03:55 AM Underlying Strike price Expiration date Option type
0.110EUR - 0.080
Bid Size: 10,000
0.130
Ask Size: 3,000
BCO BIL.VIZ.ARG.NOM.... 15.00 EUR 3/20/2026 Call
 

Master data

WKN: GG7D2H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 3/20/2026
Issue date: 4/24/2024
Last trading day: 3/19/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 57.61
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -5.72
Time value: 0.16
Break-even: 15.16
Moneyness: 0.62
Premium: 0.63
Premium p.a.: 0.38
Spread abs.: 0.05
Spread %: 45.05%
Delta: 0.12
Theta: 0.00
Omega: 7.13
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.00%
3 Months
  -21.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.120 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -