Goldman Sachs Call 900 RAA 21.03..../  DE000GG6BFJ0  /

EUWAX
1/10/2025  7:41:49 PM Chg.-0.010 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
Bid Size: -
-
Ask Size: -
RATIONAL AG 900.00 EUR 3/21/2025 Call
 

Master data

WKN: GG6BFJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 900.00 EUR
Maturity: 3/21/2025
Issue date: 4/3/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 41.12
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.26
Parity: -0.78
Time value: 0.20
Break-even: 920.00
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.79
Spread abs.: 0.07
Spread %: 53.85%
Delta: 0.30
Theta: -0.30
Omega: 12.18
Rho: 0.43
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -72.73%
3 Months
  -84.62%
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.490 0.130
6M High / 6M Low: 0.970 0.130
High (YTD): 1/2/2025 0.160
Low (YTD): 1/9/2025 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.257
Avg. volume 1M:   0.000
Avg. price 6M:   0.625
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.56%
Volatility 6M:   177.33%
Volatility 1Y:   -
Volatility 3Y:   -