Goldman Sachs Call 50 RNL 16.08.2.../  DE000GG8JZP4  /

EUWAX
8/1/2024  10:46:45 AM Chg.-0.005 Bid5:35:23 PM Ask5:35:23 PM Underlying Strike price Expiration date Option type
0.003EUR -62.50% 0.002
Bid Size: 10,000
0.032
Ask Size: 10,000
RENAULT INH. EO... 50.00 EUR 8/16/2024 Call
 

Master data

WKN: GG8JZP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 8/16/2024
Issue date: 5/24/2024
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 128.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.29
Parity: -0.52
Time value: 0.04
Break-even: 50.35
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 15.78
Spread abs.: 0.03
Spread %: 600.00%
Delta: 0.16
Theta: -0.04
Omega: 19.86
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month
  -98.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.006
1M High / 1M Low: 0.290 0.006
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   410.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -