Goldman Sachs Call 450 AMGN 20.09.../  DE000GG28UE0  /

EUWAX
02/08/2024  10:31:14 Chg.+0.010 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.050EUR +25.00% -
Bid Size: -
-
Ask Size: -
Amgen Inc 450.00 USD 20/09/2024 Call
 

Master data

WKN: GG28UE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 20/09/2024
Issue date: 29/01/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 243.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.22
Parity: -10.61
Time value: 0.13
Break-even: 418.47
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 8.11
Spread abs.: 0.07
Spread %: 120.69%
Delta: 0.06
Theta: -0.07
Omega: 14.25
Rho: 0.02
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+92.31%
3 Months  
+66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.030
1M High / 1M Low: 0.048 0.020
6M High / 6M Low: 0.110 0.010
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   362.71%
Volatility 6M:   459.12%
Volatility 1Y:   -
Volatility 3Y:   -