Goldman Sachs Call 50 NWT 21.03.2.../  DE000GG24DK2  /

EUWAX
02/08/2024  10:28:07 Chg.-0.210 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.850EUR -19.81% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 50.00 - 21/03/2025 Call
 

Master data

WKN: GG24DK
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: 21/03/2025
Issue date: 25/01/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.22
Parity: -0.12
Time value: 0.63
Break-even: 56.31
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: -0.01
Spread %: -1.41%
Delta: 0.56
Theta: -0.02
Omega: 4.36
Rho: 0.13
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 1.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.11%
1 Month
  -31.45%
3 Months
  -29.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.850
1M High / 1M Low: 1.240 0.850
6M High / 6M Low: 1.360 0.440
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.056
Avg. volume 1W:   0.000
Avg. price 1M:   1.082
Avg. volume 1M:   0.000
Avg. price 6M:   1.026
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.19%
Volatility 6M:   114.28%
Volatility 1Y:   -
Volatility 3Y:   -