Goldman Sachs Call 17900 DAX 20.0.../  DE000GG798Y6  /

EUWAX
9/9/2024  7:34:41 PM Chg.+1.21 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
23.39EUR +5.46% -
Bid Size: -
-
Ask Size: -
DAX 17,900.00 EUR 3/20/2026 Call
 

Master data

WKN: GG798Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 17,900.00 EUR
Maturity: 3/20/2026
Issue date: 5/3/2024
Last trading day: 3/19/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 8.24
Leverage: Yes

Calculated values

Fair value: 18.10
Intrinsic value: 4.02
Implied volatility: 0.17
Historic volatility: 0.11
Parity: 4.02
Time value: 18.18
Break-even: 20,120.00
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.15
Spread %: 0.68%
Delta: 0.68
Theta: -2.21
Omega: 5.62
Rho: 156.51
 

Quote data

Open: 22.64
High: 23.47
Low: 22.64
Previous Close: 22.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.26%
1 Month  
+23.56%
3 Months
  -15.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 27.28 22.18
1M High / 1M Low: 27.28 18.60
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   24.82
Avg. volume 1W:   0.00
Avg. price 1M:   23.48
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -