Goldman Sachs Call 50 NWT 16.01.2.../  DE000GG24CW9  /

EUWAX
02/08/2024  10:28:06 Chg.-0.21 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
1.05EUR -16.67% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 50.00 - 16/01/2026 Call
 

Master data

WKN: GG24CW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 16/01/2026
Issue date: 25/01/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.81
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.22
Parity: -0.12
Time value: 0.84
Break-even: 58.40
Moneyness: 0.98
Premium: 0.20
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.61
Theta: -0.01
Omega: 3.53
Rho: 0.31
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.45%
1 Month
  -28.08%
3 Months
  -26.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.36 1.05
1M High / 1M Low: 1.46 1.05
6M High / 6M Low: 1.56 0.63
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   1.23
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.33%
Volatility 6M:   88.52%
Volatility 1Y:   -
Volatility 3Y:   -