Goldman Sachs Call 0.84 EUR/GBP 1.../  DE000GG59CZ8  /

EUWAX
23/01/2025  12:22:02 Chg.-0.04 Bid13:55:01 Ask13:55:01 Underlying Strike price Expiration date Option type
1.25EUR -3.10% 1.26
Bid Size: 50,000
1.28
Ask Size: 50,000
- 0.84 GBP 14/03/2025 Call
 

Master data

WKN: GG59CZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.84 GBP
Maturity: 14/03/2025
Issue date: 18/03/2024
Last trading day: 13/03/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 75.76
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 0.62
Implied volatility: 0.05
Historic volatility: 0.05
Parity: 0.62
Time value: 0.70
Break-even: 1.01
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.54%
Delta: 0.71
Theta: 0.00
Omega: 54.05
Rho: 0.00
 

Quote data

Open: 1.28
High: 1.28
Low: 1.25
Previous Close: 1.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.04%
1 Month  
+83.82%
3 Months
  -2.34%
YTD  
+115.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.48 1.19
1M High / 1M Low: 1.48 0.50
6M High / 6M Low: 3.82 0.45
High (YTD): 20/01/2025 1.48
Low (YTD): 07/01/2025 0.50
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   0.97
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.45%
Volatility 6M:   216.87%
Volatility 1Y:   -
Volatility 3Y:   -