Goldman Sachs Call 250 SIE 19.12..../  DE000GG1N917  /

EUWAX
02/08/2024  10:39:27 Chg.-0.030 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.180EUR -14.29% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 250.00 EUR 19/12/2025 Call
 

Master data

WKN: GG1N91
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: 19/12/2025
Issue date: 03/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 51.42
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -8.55
Time value: 0.32
Break-even: 253.20
Moneyness: 0.66
Premium: 0.54
Premium p.a.: 0.37
Spread abs.: 0.07
Spread %: 28.00%
Delta: 0.14
Theta: -0.01
Omega: 7.34
Rho: 0.28
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -50.00%
3 Months
  -58.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.180
1M High / 1M Low: 0.400 0.180
6M High / 6M Low: 0.740 0.180
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.431
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.55%
Volatility 6M:   130.87%
Volatility 1Y:   -
Volatility 3Y:   -