Goldman Sachs Call 12 AAL 21.03.2.../  DE000GG8WXE6  /

EUWAX
24/01/2025  09:24:58 Chg.-0.180 Bid09:30:01 Ask09:30:01 Underlying Strike price Expiration date Option type
0.510EUR -26.09% 0.520
Bid Size: 100,000
0.550
Ask Size: 100,000
American Airlines Gr... 12.00 USD 21/03/2025 Call
 

Master data

WKN: GG8WXE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 12.00 USD
Maturity: 21/03/2025
Issue date: 31/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.14
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.48
Implied volatility: 0.85
Historic volatility: 0.41
Parity: 0.48
Time value: 0.04
Break-even: 16.73
Moneyness: 1.42
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.00
Spread %: 0.39%
Delta: 0.89
Theta: -0.01
Omega: 2.80
Rho: 0.01
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -3.77%
3 Months  
+200.00%
YTD
  -8.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.700 0.660
1M High / 1M Low: 0.700 0.530
6M High / 6M Low: 0.700 0.057
High (YTD): 22/01/2025 0.700
Low (YTD): 06/01/2025 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.674
Avg. volume 1W:   0.000
Avg. price 1M:   0.618
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.95%
Volatility 6M:   171.82%
Volatility 1Y:   -
Volatility 3Y:   -