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Goldman Sachs Call 450 CHTR 20.06.../  DE000GG5U897  /

EUWAX
11/15/2024  9:34:16 AM Chg.-0.060 Bid10:57:56 AM Ask10:57:56 AM Underlying Strike price Expiration date Option type
0.250EUR -19.35% 0.250
Bid Size: 10,000		 0.280
Ask Size: 10,000		 Charter Communicatio... 450.00 USD 6/20/2025 Call
 

Master data

WKN: GG5U89
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Charter Communications Inc New
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 6/20/2025
Issue date: 3/27/2024
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.23
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.38
Parity: -0.53
Time value: 0.28
Break-even: 455.66
Moneyness: 0.88
Premium: 0.22
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 7.60%
Delta: 0.41
Theta: -0.11
Omega: 5.43
Rho: 0.74
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month  
+127.27%
3 Months  
+25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.250
1M High / 1M Low: 0.310 0.078
6M High / 6M Low: 0.340 0.076
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.45%
Volatility 6M:   234.90%
Volatility 1Y:   -
Volatility 3Y:   -