Goldman Sachs Call 240 AVGO 16.01.../  DE000GG895T0  /

EUWAX
11/15/2024  10:34:49 AM Chg.-0.18 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
1.12EUR -13.85% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 240.00 USD 1/16/2026 Call
 

Master data

WKN: GG895T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 1/16/2026
Issue date: 5/20/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.73
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.43
Parity: -7.14
Time value: 1.23
Break-even: 240.27
Moneyness: 0.69
Premium: 0.53
Premium p.a.: 0.44
Spread abs.: 0.20
Spread %: 19.42%
Delta: 0.32
Theta: -0.03
Omega: 4.06
Rho: 0.44
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -27.27%
3 Months
  -9.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.12
1M High / 1M Low: 1.62 1.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.28
Avg. volume 1W:   200
Avg. price 1M:   1.37
Avg. volume 1M:   50
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -