Goldman Sachs Call 150 CFR 21.03..../  DE000GG5HA39  /

EUWAX
2024-12-20  11:04:40 AM Chg.-0.030 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.280EUR -9.68% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 150.00 CHF 2025-03-21 Call
 

Master data

WKN: GG5HA3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 150.00 CHF
Maturity: 2025-03-21
Issue date: 2024-03-21
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.89
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.30
Parity: -1.66
Time value: 0.36
Break-even: 164.66
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.70
Spread abs.: 0.05
Spread %: 16.03%
Delta: 0.28
Theta: -0.04
Omega: 11.21
Rho: 0.09
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month  
+211.11%
3 Months  
+133.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.280
1M High / 1M Low: 0.370 0.090
6M High / 6M Low: 1.120 0.080
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.58%
Volatility 6M:   311.24%
Volatility 1Y:   -
Volatility 3Y:   -