Goldman Sachs Call 120 CFR 19.12..../  DE000GG1UZ60  /

EUWAX
1/24/2025  9:53:44 AM Chg.+0.68 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
6.13EUR +12.48% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 120.00 CHF 12/19/2025 Call
 

Master data

WKN: GG1UZ6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 120.00 CHF
Maturity: 12/19/2025
Issue date: 1/8/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.07
Leverage: Yes

Calculated values

Fair value: 5.90
Intrinsic value: 5.36
Implied volatility: 0.30
Historic volatility: 0.32
Parity: 5.36
Time value: 0.49
Break-even: 184.70
Moneyness: 1.43
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.21
Spread %: 3.72%
Delta: 0.93
Theta: -0.02
Omega: 2.86
Rho: 0.98
 

Quote data

Open: 6.13
High: 6.13
Low: 6.13
Previous Close: 5.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.43%
1 Month  
+142.29%
3 Months  
+185.12%
YTD  
+127.88%
1 Year  
+206.50%
3 Years     -
5 Years     -
1W High / 1W Low: 6.13 5.12
1M High / 1M Low: 6.13 2.58
6M High / 6M Low: 6.13 1.16
High (YTD): 1/24/2025 6.13
Low (YTD): 1/3/2025 2.58
52W High: 1/24/2025 6.13
52W Low: 9/23/2024 1.16
Avg. price 1W:   5.46
Avg. volume 1W:   0.00
Avg. price 1M:   3.77
Avg. volume 1M:   0.00
Avg. price 6M:   2.29
Avg. volume 6M:   0.00
Avg. price 1Y:   2.64
Avg. volume 1Y:   0.00
Volatility 1M:   249.71%
Volatility 6M:   170.48%
Volatility 1Y:   134.05%
Volatility 3Y:   -