Goldman Sachs Call 500 GEBN 19.12.../  DE000GG1N784  /

EUWAX
1/24/2025  10:52:21 AM Chg.-0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.400EUR -4.76% -
Bid Size: -
-
Ask Size: -
GEBERIT N 500.00 CHF 12/19/2025 Call
 

Master data

WKN: GG1N78
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 12/19/2025
Issue date: 1/3/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.78
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.21
Parity: -0.03
Time value: 0.41
Break-even: 566.74
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 7.92%
Delta: 0.58
Theta: -0.07
Omega: 7.37
Rho: 2.34
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -23.08%
3 Months
  -33.33%
YTD
  -24.53%
1 Year
  -39.39%
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.400
1M High / 1M Low: 0.540 0.340
6M High / 6M Low: 0.990 0.340
High (YTD): 1/6/2025 0.540
Low (YTD): 1/16/2025 0.340
52W High: 5/28/2024 1.080
52W Low: 1/16/2025 0.340
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.451
Avg. volume 1M:   0.000
Avg. price 6M:   0.684
Avg. volume 6M:   0.000
Avg. price 1Y:   0.731
Avg. volume 1Y:   0.000
Volatility 1M:   148.17%
Volatility 6M:   111.79%
Volatility 1Y:   100.22%
Volatility 3Y:   -