Goldman Sachs Call 250 TSM 17.01..../  DE000GG51S95  /

EUWAX
2024-06-28  9:04:48 AM Chg.0.000 Bid9:57:51 AM Ask9:57:51 AM Underlying Strike price Expiration date Option type
0.410EUR 0.00% 0.410
Bid Size: 10,000
0.480
Ask Size: 5,000
Taiwan Semiconductor... 250.00 USD 2025-01-17 Call
 

Master data

WKN: GG51S9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2025-01-17
Issue date: 2024-03-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.78
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.29
Parity: -7.32
Time value: 0.49
Break-even: 238.36
Moneyness: 0.69
Premium: 0.49
Premium p.a.: 1.04
Spread abs.: 0.10
Spread %: 25.71%
Delta: 0.19
Theta: -0.04
Omega: 6.22
Rho: 0.14
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.31%
1 Month  
+95.24%
3 Months  
+173.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.400
1M High / 1M Low: 0.920 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   431.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -