Goldman Sachs Call 2400 AVGO 16.0.../  DE000GG895T0  /

EUWAX
2024-06-28  10:53:00 AM Chg.-0.02 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.12EUR -1.75% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 2,400.00 USD 2026-01-16 Call
 

Master data

WKN: GG895T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 2026-01-16
Issue date: 2024-05-20
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.09
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.34
Parity: -7.42
Time value: 1.24
Break-even: 2,364.07
Moneyness: 0.67
Premium: 0.58
Premium p.a.: 0.34
Spread abs.: 0.10
Spread %: 8.77%
Delta: 0.33
Theta: -0.27
Omega: 3.94
Rho: 5.65
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.11%
1 Month  
+148.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.10
1M High / 1M Low: 2.22 0.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   5,000
Avg. price 1M:   1.00
Avg. volume 1M:   1,863.64
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   425.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -