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Goldman Sachs Call 10 FTE 20.06.2.../  DE000GP754Y8  /

EUWAX
26/07/2024  10:17:55 Chg.+0.020 Bid17:35:06 Ask17:35:06 Underlying Strike price Expiration date Option type
0.740EUR +2.78% 0.740
Bid Size: 5,000		 0.890
Ask Size: 5,000		 ORANGE INH. ... 10.00 - 20/06/2025 Call
 

Master data

WKN: GP754Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 20/06/2025
Issue date: 28/06/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.94
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.27
Implied volatility: 0.14
Historic volatility: 0.14
Parity: 0.27
Time value: 0.59
Break-even: 10.86
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.15
Spread %: 21.13%
Delta: 0.70
Theta: 0.00
Omega: 8.35
Rho: 0.06
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.12%
1 Month  
+100.00%
3 Months
  -12.94%
YTD
  -26.00%
1 Year
  -37.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.660
1M High / 1M Low: 0.730 0.340
6M High / 6M Low: 1.490 0.340
High (YTD): 23/01/2024 1.620
Low (YTD): 28/06/2024 0.340
52W High: 20/09/2023 1.660
52W Low: 28/06/2024 0.340
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   0.898
Avg. volume 6M:   0.000
Avg. price 1Y:   1.090
Avg. volume 1Y:   0.000
Volatility 1M:   166.19%
Volatility 6M:   128.92%
Volatility 1Y:   108.16%
Volatility 3Y:   -