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Goldman Sachs Call 1000 RAA 20.12.../  DE000GP4Q1M0  /

EUWAX
2024-07-12  12:15:34 PM Chg.0.000 Bid1:02:05 PM Ask1:02:05 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 10,000		 0.160
Ask Size: 3,000		 RATIONAL AG 1,000.00 - 2024-12-20 Call
 

Master data

WKN: GP4Q1M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 1,000.00 -
Maturity: 2024-12-20
Issue date: 2023-05-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 41.54
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -2.32
Time value: 0.19
Break-even: 1,018.50
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.89
Spread abs.: 0.08
Spread %: 68.18%
Delta: 0.19
Theta: -0.18
Omega: 8.07
Rho: 0.58
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -52.17%
3 Months
  -59.26%
YTD
  -56.00%
1 Year
  -63.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.230 0.110
6M High / 6M Low: 0.310 0.110
High (YTD): 2024-03-27 0.310
Low (YTD): 2024-07-11 0.110
52W High: 2023-08-31 0.370
52W Low: 2024-07-11 0.110
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.223
Avg. volume 1Y:   0.000
Volatility 1M:   196.21%
Volatility 6M:   172.65%
Volatility 1Y:   143.65%
Volatility 3Y:   -