Goldman Sachs Call 60 SIX2 19.12..../  DE000GG8X3L4  /

EUWAX
09/07/2024  16:22:12 Chg.-0.10 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.60EUR -5.88% -
Bid Size: -
-
Ask Size: -
SIXT SE ST O.N. 60.00 EUR 19/12/2025 Call
 

Master data

WKN: GG8X3L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 19/12/2025
Issue date: 31/05/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.54
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 0.87
Implied volatility: 0.43
Historic volatility: 0.31
Parity: 0.87
Time value: 1.07
Break-even: 79.40
Moneyness: 1.15
Premium: 0.16
Premium p.a.: 0.11
Spread abs.: 0.27
Spread %: 16.17%
Delta: 0.73
Theta: -0.01
Omega: 2.60
Rho: 0.45
 

Quote data

Open: 1.72
High: 1.73
Low: 1.60
Previous Close: 1.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.96%
1 Month
  -20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.70 1.51
1M High / 1M Low: 2.01 1.51
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.61
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -