Goldman Sachs Call 3.5 DDD 17.01..../  DE000GG4L1Z6  /

EUWAX
28/06/2024  11:00:51 Chg.-0.050 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.560EUR -8.20% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 3.50 USD 17/01/2025 Call
 

Master data

WKN: GG4L1Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3D Systems Corporation
Type: Warrant
Option type: Call
Strike price: 3.50 USD
Maturity: 17/01/2025
Issue date: 04/03/2024
Last trading day: 16/01/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.94
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.63
Parity: -0.40
Time value: 0.58
Break-even: 3.85
Moneyness: 0.88
Premium: 0.34
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.55
Theta: 0.00
Omega: 2.73
Rho: 0.01
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.88%
1 Month
  -40.43%
3 Months
  -63.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.560
1M High / 1M Low: 1.410 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.677
Avg. volume 1W:   0.000
Avg. price 1M:   0.935
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -