Goldman Sachs Call 900 RAA 20.06..../  DE000GG8A6Y7  /

EUWAX
1/24/2025  4:17:44 PM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.440EUR 0.00% -
Bid Size: -
-
Ask Size: -
RATIONAL AG 900.00 EUR 6/20/2025 Call
 

Master data

WKN: GG8A6Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 900.00 EUR
Maturity: 6/20/2025
Issue date: 5/14/2024
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 16.61
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -0.46
Time value: 0.51
Break-even: 951.40
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.09
Spread %: 21.80%
Delta: 0.45
Theta: -0.25
Omega: 7.55
Rho: 1.35
 

Quote data

Open: 0.450
High: 0.460
Low: 0.440
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.71%
1 Month
  -12.00%
3 Months
  -63.03%
YTD
  -4.35%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.360
1M High / 1M Low: 0.530 0.300
6M High / 6M Low: 1.240 0.300
High (YTD): 1/7/2025 0.450
Low (YTD): 1/13/2025 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.853
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.76%
Volatility 6M:   136.38%
Volatility 1Y:   -
Volatility 3Y:   -