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

EUWAX
2024-07-26  10:41:50 AM Chg.+0.049 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.110EUR +80.33% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 66.00 EUR 2024-08-16 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: 2024-08-16
Issue date: 2024-06-06
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.56
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.23
Parity: -0.15
Time value: 0.20
Break-even: 67.98
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 1.64
Spread abs.: 0.11
Spread %: 122.47%
Delta: 0.43
Theta: -0.07
Omega: 14.16
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.061
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.95%
1 Month  
+44.74%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.061
1M High / 1M Low: 0.140 0.049
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   549.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -