Goldman Sachs Call 6200 SX5E 20.0.../  DE000GG9T5H2  /

EUWAX
2024-08-28  2:14:28 PM Chg.+0.010 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% -
Bid Size: -
-
Ask Size: -
DJ EURO STOXX 50 EUR... 6,200.00 EUR 2026-03-20 Call
 

Master data

WKN: GG9T5H
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: 2026-03-20
Issue date: 2024-06-19
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 117.88
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.13
Parity: -12.96
Time value: 0.42
Break-even: 6,241.60
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 13.66%
Delta: 0.12
Theta: -0.19
Omega: 14.69
Rho: 8.88
 

Quote data

Open: 0.370
High: 0.380
Low: 0.370
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month
  -9.52%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.350
1M High / 1M Low: 0.440 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -