Goldman Sachs Call 21100 DAX 20.0.../  DE000GG7HVC7  /

EUWAX
28/06/2024  19:44:28 Chg.-0.06 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
7.71EUR -0.77% -
Bid Size: -
-
Ask Size: -
DAX 21,100.00 EUR 20/03/2026 Call
 

Master data

WKN: GG7HVC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DAX
Type: Warrant
Option type: Call
Strike price: 21,100.00 EUR
Maturity: 20/03/2026
Issue date: 26/04/2024
Last trading day: 19/03/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 23.20
Leverage: Yes

Calculated values

Fair value: 4.77
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.11
Parity: -28.89
Time value: 7.85
Break-even: 21,885.00
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 0.64%
Delta: 0.36
Theta: -1.62
Omega: 8.46
Rho: 101.15
 

Quote data

Open: 7.98
High: 8.22
Low: 7.71
Previous Close: 7.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.26%
1 Month
  -24.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.91 7.59
1M High / 1M Low: 10.20 7.41
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.73
Avg. volume 1W:   0.00
Avg. price 1M:   8.71
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -