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Goldman Sachs Call 15 EVK 20.12.2.../  DE000GP1KGH3  /

EUWAX
14/08/2024  18:15:35 Chg.+0.010 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.380EUR +2.70% -
Bid Size: -		 -
Ask Size: -		 EVONIK INDUSTRIES NA... 15.00 - 20/12/2024 Call
 

Master data

WKN: GP1KGH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 20/12/2024
Issue date: 31/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.63
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.33
Implied volatility: 0.44
Historic volatility: 0.19
Parity: 0.33
Time value: 0.07
Break-even: 18.94
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 9.14%
Delta: 0.83
Theta: -0.01
Omega: 3.82
Rho: 0.04
 

Quote data

Open: 0.390
High: 0.390
Low: 0.380
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -15.56%
3 Months
  -34.48%
YTD
  -7.32%
1 Year
  -5.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.360
1M High / 1M Low: 0.470 0.360
6M High / 6M Low: 0.580 0.250
High (YTD): 15/05/2024 0.580
Low (YTD): 11/03/2024 0.250
52W High: 15/05/2024 0.580
52W Low: 11/03/2024 0.250
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   0.414
Avg. volume 6M:   0.000
Avg. price 1Y:   0.380
Avg. volume 1Y:   0.000
Volatility 1M:   79.47%
Volatility 6M:   71.66%
Volatility 1Y:   73.04%
Volatility 3Y:   -