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

EUWAX
12/23/2024  11:12:38 AM Chg.+0.001 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.041EUR +2.50% -
Bid Size: -
-
Ask Size: -
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: 132.37
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.28
Parity: -5.73
Time value: 0.07
Break-even: 15.07
Moneyness: 0.62
Premium: 0.63
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 75.00%
Delta: 0.07
Theta: 0.00
Omega: 9.13
Rho: 0.01
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month
  -41.43%
3 Months
  -62.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.040
1M High / 1M Low: 0.070 0.039
6M High / 6M Low: 0.200 0.039
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.44%
Volatility 6M:   232.91%
Volatility 1Y:   -
Volatility 3Y:   -