Goldman Sachs Call 70 NWT 16.01.2.../  DE000GG6DP35  /

EUWAX
8/2/2024  11:08:52 AM Chg.-0.080 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.280EUR -22.22% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 70.00 - 1/16/2026 Call
 

Master data

WKN: GG6DP3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 1/16/2026
Issue date: 4/4/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.29
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -2.12
Time value: 0.20
Break-even: 72.01
Moneyness: 0.70
Premium: 0.48
Premium p.a.: 0.31
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.24
Theta: -0.01
Omega: 5.77
Rho: 0.14
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -39.13%
3 Months
  -44.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.280
1M High / 1M Low: 0.460 0.270
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:   0.379
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -