Goldman Sachs Call 5800 SX5E 21.0.../  DE000GG6PKA9  /

EUWAX
29/08/2024  14:16:08 Chg.+0.015 Bid17:37:50 Ask17:37:50 Underlying Strike price Expiration date Option type
0.075EUR +25.00% 0.080
Bid Size: 10,000
0.130
Ask Size: 3,000
DJ EURO STOXX 50 EUR... 5,800.00 EUR 21/02/2025 Call
 

Master data

WKN: GG6PKA
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: 21/02/2025
Issue date: 10/04/2024
Last trading day: 20/02/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 442.68
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.12
Parity: -8.86
Time value: 0.11
Break-even: 5,811.10
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.42
Spread abs.: 0.05
Spread %: 81.97%
Delta: 0.06
Theta: -0.18
Omega: 26.13
Rho: 1.34
 

Quote data

Open: 0.060
High: 0.075
Low: 0.060
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.31%
1 Month  
+7.14%
3 Months
  -71.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.056
1M High / 1M Low: 0.100 0.027
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   362.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -