Goldman Sachs Call 6000 SX5E 17.0.../  DE000GG5HDZ0  /

EUWAX
11/6/2024  2:21:58 PM Chg.-0.001 Bid5:37:39 PM Ask5:37:39 PM Underlying Strike price Expiration date Option type
0.014EUR -6.67% 0.011
Bid Size: 10,000
0.061
Ask Size: 10,000
EURO STOXX 50, EUR (... 6,000.00 EUR 4/17/2025 Call
 

Master data

WKN: GG5HDZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EURO STOXX 50, EUR (Price)
Type: Warrant
Option type: Call
Strike price: 6,000.00 EUR
Maturity: 4/17/2025
Issue date: 3/21/2024
Last trading day: 4/16/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 737.93
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.13
Parity: -11.30
Time value: 0.07
Break-even: 6,006.60
Moneyness: 0.81
Premium: 0.23
Premium p.a.: 0.60
Spread abs.: 0.05
Spread %: 312.50%
Delta: 0.03
Theta: -0.13
Omega: 25.29
Rho: 0.71
 

Quote data

Open: 0.018
High: 0.018
Low: 0.014
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -71.43%
3 Months
  -56.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.015
1M High / 1M Low: 0.057 0.015
6M High / 6M Low: 0.400 0.015
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.00%
Volatility 6M:   274.80%
Volatility 1Y:   -
Volatility 3Y:   -