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

EUWAX
04/10/2024  14:14:00 Chg.-0.020 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.220EUR -8.33% -
Bid Size: -
-
Ask Size: -
EURO STOXX 50, EUR (... 6,200.00 EUR 19/12/2025 Call
 

Master data

WKN: GG48B5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EURO STOXX 50, EUR (Price)
Type: Warrant
Option type: Call
Strike price: 6,200.00 EUR
Maturity: 19/12/2025
Issue date: 27/02/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 173.00
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.13
Parity: -12.87
Time value: 0.28
Break-even: 6,228.40
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 21.37%
Delta: 0.09
Theta: -0.17
Omega: 16.28
Rho: 5.24
 

Quote data

Open: 0.230
High: 0.230
Low: 0.220
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month  
+4.76%
3 Months
  -48.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.240
1M High / 1M Low: 0.320 0.140
6M High / 6M Low: 0.710 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.06%
Volatility 6M:   189.08%
Volatility 1Y:   -
Volatility 3Y:   -