Goldman Sachs Call 600 MUV2 19.12.../  DE000GG1N6A9  /

EUWAX
2024-07-29  9:13:13 AM Chg.+0.13 Bid4:49:26 PM Ask4:49:26 PM Underlying Strike price Expiration date Option type
1.17EUR +12.50% 1.02
Bid Size: 3,000
1.32
Ask Size: 500
MUENCH.RUECKVERS.VNA... 600.00 EUR 2025-12-19 Call
 

Master data

WKN: GG1N6A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 600.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.84
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -14.47
Time value: 1.43
Break-even: 614.30
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.24
Spread abs.: 0.41
Spread %: 40.20%
Delta: 0.23
Theta: -0.04
Omega: 7.40
Rho: 1.27
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.47%
1 Month
  -13.33%
3 Months  
+143.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.04 0.94
1M High / 1M Low: 1.30 0.94
6M High / 6M Low: 1.47 0.31
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.00
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   0.80
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.25%
Volatility 6M:   149.92%
Volatility 1Y:   -
Volatility 3Y:   -