Goldman Sachs Call 600 CRWD 20.12.../  DE000GG9H6Y9  /

EUWAX
09/07/2024  10:47:20 Chg.+0.030 Bid20:54:45 Ask20:54:45 Underlying Strike price Expiration date Option type
0.530EUR +6.00% 0.450
Bid Size: 10,000
0.750
Ask Size: 2,000
CrowdStrike Holdings... 600.00 USD 20/12/2024 Call
 

Master data

WKN: GG9H6Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CrowdStrike Holdings Inc
Type: Warrant
Option type: Call
Strike price: 600.00 USD
Maturity: 20/12/2024
Issue date: 13/06/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.89
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.38
Parity: -19.32
Time value: 0.82
Break-even: 562.20
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 1.68
Spread abs.: 0.30
Spread %: 57.47%
Delta: 0.15
Theta: -0.09
Omega: 6.55
Rho: 0.20
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.22%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.460
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.483
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -