Goldman Sachs Call 90 WFC 16.01.2.../  DE000GG7A721  /

EUWAX
15/11/2024  11:03:14 Chg.-0.020 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
0.370EUR -5.13% -
Bid Size: -
-
Ask Size: -
Wells Fargo and Comp... 90.00 USD 16/01/2026 Call
 

Master data

WKN: GG7A72
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Wells Fargo and Company
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 16/01/2026
Issue date: 23/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.45
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.27
Parity: -1.49
Time value: 0.46
Break-even: 90.06
Moneyness: 0.83
Premium: 0.28
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.24%
Delta: 0.36
Theta: -0.01
Omega: 5.60
Rho: 0.25
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.04%
1 Month  
+208.33%
3 Months  
+927.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.300
1M High / 1M Low: 0.390 0.120
6M High / 6M Low: 0.390 0.029
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.41%
Volatility 6M:   233.47%
Volatility 1Y:   -
Volatility 3Y:   -