Goldman Sachs Call 2400 AVGO 21.0.../  DE000GG89657  /

EUWAX
2024-06-28  10:53:00 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.370EUR 0.00% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 2,400.00 USD 2025-03-21 Call
 

Master data

WKN: GG8965
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 2025-03-21
Issue date: 2024-05-20
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 31.03
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.34
Parity: -7.42
Time value: 0.48
Break-even: 2,288.37
Moneyness: 0.67
Premium: 0.53
Premium p.a.: 0.79
Spread abs.: 0.10
Spread %: 26.11%
Delta: 0.19
Theta: -0.30
Omega: 5.94
Rho: 1.73
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.78%
1 Month  
+236.36%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.370
1M High / 1M Low: 1.190 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.417
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   627.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -