Goldman Sachs Call 700 GEBN 19.12.../  DE000GG56BD3  /

EUWAX
12/11/2024  17:16:37 Chg.-0.002 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.068EUR -2.86% -
Bid Size: -
-
Ask Size: -
GEBERIT N 700.00 CHF 19/12/2025 Call
 

Master data

WKN: GG56BD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Call
Strike price: 700.00 CHF
Maturity: 19/12/2025
Issue date: 14/03/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 56.24
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.22
Parity: -1.89
Time value: 0.10
Break-even: 755.80
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 45.59%
Delta: 0.16
Theta: -0.05
Omega: 9.02
Rho: 0.87
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -2.86%
3 Months
  -38.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.064
1M High / 1M Low: 0.087 0.054
6M High / 6M Low: 0.240 0.054
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.48%
Volatility 6M:   143.89%
Volatility 1Y:   -
Volatility 3Y:   -