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

EUWAX
03/09/2024  11:12:15 Chg.- Bid09:56:49 Ask09:56:49 Underlying Strike price Expiration date Option type
1.50EUR - 1.57
Bid Size: 2,000
1.87
Ask Size: 500
MUENCH.RUECKVERS.VNA... 600.00 EUR 19/12/2025 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: 19/12/2025
Issue date: 03/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.91
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -10.48
Time value: 1.84
Break-even: 618.40
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.19
Spread abs.: 0.30
Spread %: 19.48%
Delta: 0.29
Theta: -0.05
Omega: 7.93
Rho: 1.65
 

Quote data

Open: 1.50
High: 1.50
Low: 1.50
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month  
+78.57%
3 Months  
+26.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.50 1.41
1M High / 1M Low: 1.50 0.71
6M High / 6M Low: 1.50 0.37
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   0.92
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.07%
Volatility 6M:   148.75%
Volatility 1Y:   -
Volatility 3Y:   -