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Goldman Sachs Call 45 MO 20.06.20.../  DE000GG2E0V8  /

EUWAX
1/24/2025  10:09:48 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.640EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Altria Group Inc 45.00 USD 6/20/2025 Call
 

Master data

WKN: GG2E0V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 6/20/2025
Issue date: 1/12/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.76
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.67
Implied volatility: 0.17
Historic volatility: 0.17
Parity: 0.67
Time value: 0.06
Break-even: 50.22
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.94
Theta: -0.01
Omega: 6.33
Rho: 0.16
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -25.58%
3 Months  
+14.29%
YTD
  -18.99%
1 Year  
+540.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.640
1M High / 1M Low: 0.870 0.640
6M High / 6M Low: 1.230 0.510
High (YTD): 1/6/2025 0.870
Low (YTD): 1/24/2025 0.640
52W High: 11/27/2024 1.230
52W Low: 3/5/2024 0.080
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.733
Avg. volume 1M:   0.000
Avg. price 6M:   0.763
Avg. volume 6M:   0.000
Avg. price 1Y:   0.495
Avg. volume 1Y:   0.000
Volatility 1M:   83.10%
Volatility 6M:   103.33%
Volatility 1Y:   125.65%
Volatility 3Y:   -