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

EUWAX
7/8/2024  11:48:47 AM Chg.+0.140 Bid5:09:35 PM Ask5:09:35 PM Underlying Strike price Expiration date Option type
0.730EUR +23.73% 0.710
Bid Size: 10,000
0.740
Ask Size: 10,000
Taiwan Semiconductor... 250.00 USD 1/17/2025 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: 1/17/2025
Issue date: 3/12/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.41
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.29
Parity: -6.10
Time value: 0.62
Break-even: 237.13
Moneyness: 0.74
Premium: 0.40
Premium p.a.: 0.88
Spread abs.: 0.03
Spread %: 5.08%
Delta: 0.23
Theta: -0.05
Omega: 6.27
Rho: 0.17
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.77%
1 Month  
+192.00%
3 Months  
+265.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.380
1M High / 1M Low: 0.920 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   331.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -