Goldman Sachs Call 250 SIE 16.08..../  DE000GG8LZE4  /

EUWAX
02/08/2024  10:33:02 Chg.0.000 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 250.00 EUR 16/08/2024 Call
 

Master data

WKN: GG8LZE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 16/08/2024
Issue date: 27/05/2024
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 162.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.28
Historic volatility: 0.24
Parity: -8.55
Time value: 0.10
Break-even: 251.01
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 10,000.00%
Delta: 0.06
Theta: -0.18
Omega: 10.11
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -66.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.006 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   440.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -