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

EUWAX
7/10/2024  9:14:32 AM Chg.-0.060 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.740EUR -7.50% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 3.50 USD 1/17/2025 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: 1/17/2025
Issue date: 3/4/2024
Last trading day: 1/16/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.63
Parity: -0.07
Time value: 0.79
Break-even: 4.03
Moneyness: 0.98
Premium: 0.27
Premium p.a.: 0.59
Spread abs.: 0.03
Spread %: 3.95%
Delta: 0.62
Theta: 0.00
Omega: 2.49
Rho: 0.01
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.31%
1 Month
  -40.80%
3 Months
  -43.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.520
1M High / 1M Low: 1.250 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.638
Avg. volume 1W:   0.000
Avg. price 1M:   0.809
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -