OverviewChartNewsTraderScreen

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

EUWAX
11/11/2024  4:24:25 PM Chg.-0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.350EUR -2.78% -
Bid Size: -		 -
Ask Size: -		 EVONIK INDUSTRIES NA... 15.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/31/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.33
Implied volatility: 0.94
Historic volatility: 0.20
Parity: 0.33
Time value: 0.08
Break-even: 19.14
Moneyness: 1.22
Premium: 0.05
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 5.08%
Delta: 0.79
Theta: -0.02
Omega: 3.50
Rho: 0.01
 

Quote data

Open: 0.360
High: 0.360
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.37%
1 Month
  -43.55%
3 Months
  -2.78%
YTD
  -14.63%
1 Year
  -14.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.360
1M High / 1M Low: 0.630 0.360
6M High / 6M Low: 0.630 0.360
High (YTD): 10/17/2024 0.630
Low (YTD): 3/11/2024 0.250
52W High: 10/17/2024 0.630
52W Low: 3/11/2024 0.250
Avg. price 1W:   0.447
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   0.000
Avg. price 6M:   0.502
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   93.51%
Volatility 6M:   73.84%
Volatility 1Y:   73.75%
Volatility 3Y:   -