Goldman Sachs Call 180 AVGO 17.01.../  DE000GG1D4B4  /

EUWAX
1/10/2025  3:57:21 PM Chg.-0.22 Bid4:44:57 PM Ask4:44:57 PM Underlying Strike price Expiration date Option type
4.46EUR -4.70% 4.41
Bid Size: 5,000
4.48
Ask Size: 5,000
Broadcom Inc 180.00 USD 1/17/2025 Call
 

Master data

WKN: GG1D4B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 1/17/2025
Issue date: 12/21/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.57
Leverage: Yes

Calculated values

Fair value: 4.80
Intrinsic value: 4.79
Implied volatility: 1.10
Historic volatility: 0.51
Parity: 4.79
Time value: 0.08
Break-even: 223.51
Moneyness: 1.27
Premium: 0.00
Premium p.a.: 0.21
Spread abs.: 0.15
Spread %: 3.18%
Delta: 0.95
Theta: -0.25
Omega: 4.35
Rho: 0.03
 

Quote data

Open: 4.46
High: 4.46
Low: 4.46
Previous Close: 4.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.06%
1 Month  
+406.82%
3 Months  
+146.41%
YTD
  -21.75%
1 Year  
+4360.00%
3 Years     -
5 Years     -
1W High / 1W Low: 5.45 4.68
1M High / 1M Low: 7.19 0.69
6M High / 6M Low: 7.19 0.29
High (YTD): 1/7/2025 5.45
Low (YTD): 1/9/2025 4.68
52W High: 12/17/2024 7.19
52W Low: 1/10/2024 0.10
Avg. price 1W:   5.06
Avg. volume 1W:   0.00
Avg. price 1M:   4.39
Avg. volume 1M:   0.00
Avg. price 6M:   1.51
Avg. volume 6M:   0.00
Avg. price 1Y:   1.03
Avg. volume 1Y:   0.00
Volatility 1M:   965.20%
Volatility 6M:   498.26%
Volatility 1Y:   422.44%
Volatility 3Y:   -