Goldman Sachs Call 5800 SX5E 15.1.../  DE000GG4U8H8  /

EUWAX
7/25/2024  1:28:53 PM Chg.-0.004 Bid5:37:48 PM Ask5:37:48 PM Underlying Strike price Expiration date Option type
0.012EUR -25.00% 0.015
Bid Size: 10,000
0.065
Ask Size: 5,000
DJ EURO STOXX 50 EUR... 5,800.00 EUR 11/15/2024 Call
 

Master data

WKN: GG4U8H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 5,800.00 EUR
Maturity: 11/15/2024
Issue date: 3/7/2024
Last trading day: 11/14/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 754.97
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.12
Parity: -9.68
Time value: 0.06
Break-even: 5,806.40
Moneyness: 0.83
Premium: 0.20
Premium p.a.: 0.81
Spread abs.: 0.05
Spread %: 357.14%
Delta: 0.04
Theta: -0.18
Omega: 27.76
Rho: 0.53
 

Quote data

Open: 0.013
High: 0.013
Low: 0.012
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.45%
1 Month
  -74.47%
3 Months
  -89.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.022 0.014
1M High / 1M Low: 0.047 0.014
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   438.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -