Goldman Sachs Call 66 BNP 16.08.2.../  DE000GG96HH7  /

EUWAX
12/07/2024  11:20:00 Chg.+0.006 Bid17:35:10 Ask17:35:10 Underlying Strike price Expiration date Option type
0.060EUR +11.11% 0.060
Bid Size: 10,000
0.160
Ask Size: 5,000
BNP PARIBAS INH. ... 66.00 EUR 16/08/2024 Call
 

Master data

WKN: GG96HH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 16/08/2024
Issue date: 06/06/2024
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.01
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.23
Parity: -0.40
Time value: 0.16
Break-even: 67.55
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 1.44
Spread abs.: 0.10
Spread %: 181.82%
Delta: 0.33
Theta: -0.04
Omega: 13.39
Rho: 0.02
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month
  -53.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.049
1M High / 1M Low: 0.140 0.049
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   456.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -