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Goldman Sachs Call 17.88 INN1 20..../  DE000GZ6BRY1  /

EUWAX
11/14/2024  9:52:44 AM Chg.-0.006 Bid2:42:20 PM Ask2:42:20 PM Underlying Strike price Expiration date Option type
0.004EUR -60.00% 0.010
Bid Size: 10,000		 0.110
Ask Size: 5,000		 ING GROEP NV EO... 17.88 - 12/20/2024 Call
 

Master data

WKN: GZ6BRY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 17.88 -
Maturity: 12/20/2024
Issue date: 1/2/2023
Last trading day: 12/19/2024
Ratio: 1:1.01
Exercise type: American
Quanto: -
Gearing: 137.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.20
Parity: -3.27
Time value: 0.11
Break-even: 17.99
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 7.12
Spread abs.: 0.10
Spread %: 1,428.57%
Delta: 0.11
Theta: -0.01
Omega: 14.76
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -91.30%
1 Month
  -97.33%
3 Months
  -98.00%
YTD
  -97.33%
1 Year
  -96.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.170 0.010
6M High / 6M Low: 0.700 0.010
High (YTD): 7/18/2024 0.700
Low (YTD): 11/13/2024 0.010
52W High: 7/18/2024 0.700
52W Low: 11/13/2024 0.010
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   0.000
Avg. price 1Y:   0.270
Avg. volume 1Y:   0.000
Volatility 1M:   364.10%
Volatility 6M:   226.91%
Volatility 1Y:   214.35%
Volatility 3Y:   -