Goldman Sachs Call 6200 SX5E 19.1.../  DE000GG48B58  /

EUWAX
2024-07-24  1:16:35 PM Chg.-0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.300EUR -9.09% -
Bid Size: -
-
Ask Size: -
DJ EURO STOXX 50 EUR... 6,200.00 EUR 2025-12-19 Call
 

Master data

WKN: GG48B5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 6,200.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-27
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 135.79
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -12.98
Time value: 0.36
Break-even: 6,236.10
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 16.08%
Delta: 0.11
Theta: -0.18
Omega: 15.27
Rho: 7.25
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -36.17%
3 Months
  -53.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.310
1M High / 1M Low: 0.500 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -