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

EUWAX
31/07/2024  09:29:37 Chg.0.000 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.150EUR 0.00% -
Bid Size: -
-
Ask Size: -
Taiwan Semiconductor... 250.00 USD 17/01/2025 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: 17/01/2025
Issue date: 12/03/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 109.91
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -8.83
Time value: 0.13
Break-even: 232.45
Moneyness: 0.62
Premium: 0.63
Premium p.a.: 1.84
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.08
Theta: -0.02
Omega: 8.44
Rho: 0.05
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.82%
1 Month
  -63.41%
3 Months  
+114.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.140
1M High / 1M Low: 0.800 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.445
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   312.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -