Goldman Sachs Call 65 BNP 16.08.2.../  DE000GG8M8F8  /

EUWAX
2024-07-26  9:03:26 AM Chg.+0.060 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.140EUR +75.00% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 65.00 EUR 2024-08-16 Call
 

Master data

WKN: GG8M8F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 2024-08-16
Issue date: 2024-05-27
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.53
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.23
Parity: -0.05
Time value: 0.24
Break-even: 67.43
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 1.28
Spread abs.: 0.11
Spread %: 84.09%
Delta: 0.50
Theta: -0.07
Omega: 13.14
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+40.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.080
1M High / 1M Low: 0.190 0.067
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   485.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -