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

EUWAX
8/8/2024  4:30:19 PM Chg.- Bid9:42:15 AM Ask9:42:15 AM Underlying Strike price Expiration date Option type
0.190EUR - 0.190
Bid Size: 10,000		 0.240
Ask Size: 3,000		 RATIONAL AG 1,000.00 - 12/20/2024 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: 12/20/2024
Issue date: 5/15/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 30.51
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -1.34
Time value: 0.28
Break-even: 1,028.40
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.60
Spread abs.: 0.07
Spread %: 32.71%
Delta: 0.29
Theta: -0.24
Omega: 8.84
Rho: 0.81
 

Quote data

Open: 0.200
High: 0.200
Low: 0.180
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+90.00%
1 Month  
+72.73%
3 Months
  -20.83%
YTD
  -24.00%
1 Year
  -32.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.100
1M High / 1M Low: 0.220 0.090
6M High / 6M Low: 0.310 0.090
High (YTD): 3/27/2024 0.310
Low (YTD): 7/17/2024 0.090
52W High: 8/31/2023 0.370
52W Low: 7/17/2024 0.090
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.199
Avg. volume 6M:   0.000
Avg. price 1Y:   0.208
Avg. volume 1Y:   0.000
Volatility 1M:   341.21%
Volatility 6M:   218.14%
Volatility 1Y:   171.65%
Volatility 3Y:   -