Goldman Sachs Call 350 ACN 18.10..../  DE000GG9XRZ9  /

EUWAX
10/7/2024  9:47:50 AM Chg.-0.05 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
1.09EUR -4.39% -
Bid Size: -
-
Ask Size: -
Accenture Plc 350.00 USD 10/18/2024 Call
 

Master data

WKN: GG9XRZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 10/18/2024
Issue date: 6/21/2024
Last trading day: 10/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.42
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 1.12
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 1.12
Time value: 0.29
Break-even: 333.14
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.34
Spread abs.: 0.30
Spread %: 27.03%
Delta: 0.75
Theta: -0.27
Omega: 17.68
Rho: 0.07
 

Quote data

Open: 1.09
High: 1.09
Low: 1.09
Previous Close: 1.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+84.75%
1 Month  
+36.25%
3 Months  
+230.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 0.59
1M High / 1M Low: 1.33 0.46
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.83
Avg. volume 1W:   0.00
Avg. price 1M:   0.82
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   433.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -