Goldman Sachs Call 450 ACN 17.01..../  DE000GG9DWC0  /

EUWAX
8/2/2024  10:14:45 AM Chg.-0.020 Bid8/2/2024 Ask8/2/2024 Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.110
Bid Size: 10,000
0.210
Ask Size: 2,000
Accenture Plc 450.00 USD 1/17/2025 Call
 

Master data

WKN: GG9DWC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 1/17/2025
Issue date: 6/11/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 108.63
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -11.30
Time value: 0.28
Break-even: 419.99
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 1.02
Spread abs.: 0.15
Spread %: 115.38%
Delta: 0.10
Theta: -0.04
Omega: 10.75
Rho: 0.13
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+37.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.140 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -