Goldman Sachs Call 2400 AVGO 17.0.../  DE000GG895V6  /

EUWAX
7/9/2024  11:06:48 AM Chg.- Bid11:02:55 AM Ask11:02:55 AM Underlying Strike price Expiration date Option type
0.520EUR - 0.480
Bid Size: 10,000
0.550
Ask Size: 3,000
Broadcom Inc 2,400.00 USD 1/17/2025 Call
 

Master data

WKN: GG895V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 1/17/2025
Issue date: 5/20/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 26.36
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.34
Parity: -6.16
Time value: 0.61
Break-even: 2,280.08
Moneyness: 0.72
Premium: 0.42
Premium p.a.: 0.96
Spread abs.: 0.15
Spread %: 32.75%
Delta: 0.23
Theta: -0.46
Omega: 6.00
Rho: 1.59
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.57%
1 Month  
+550.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.350
1M High / 1M Low: 0.950 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   715.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -