Goldman Sachs Call 80 BMW 19.12.2.../  DE000GG1QQ83  /

EUWAX
11/4/2024  10:22:11 AM Chg.+0.050 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.500EUR +11.11% -
Bid Size: -
-
Ask Size: -
BAY.MOTOREN WERKE AG... 80.00 EUR 12/19/2025 Call
 

Master data

WKN: GG1QQ8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 12/19/2025
Issue date: 1/4/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.81
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.26
Parity: -0.68
Time value: 0.49
Break-even: 84.94
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 13.82%
Delta: 0.45
Theta: -0.01
Omega: 6.66
Rho: 0.31
 

Quote data

Open: 0.480
High: 0.500
Low: 0.480
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.03%
1 Month
  -26.47%
3 Months
  -54.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.450
1M High / 1M Low: 0.730 0.450
6M High / 6M Low: 2.470 0.350
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   1.247
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.55%
Volatility 6M:   143.79%
Volatility 1Y:   -
Volatility 3Y:   -