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

EUWAX
7/16/2024  2:07:11 PM Chg.+0.010 Bid7/16/2024 Ask7/16/2024 Underlying Strike price Expiration date Option type
0.430EUR +2.38% 0.430
Bid Size: 30,000		 0.440
Ask Size: 10,000		 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: 4.06
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.36
Implied volatility: 0.49
Historic volatility: 0.19
Parity: 0.36
Time value: 0.10
Break-even: 19.59
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 4.56%
Delta: 0.81
Theta: -0.01
Omega: 3.29
Rho: 0.05
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.51%
1 Month  
+7.50%
3 Months     0.00%
YTD  
+4.88%
1 Year
  -6.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.420
1M High / 1M Low: 0.490 0.410
6M High / 6M Low: 0.580 0.250
High (YTD): 5/15/2024 0.580
Low (YTD): 3/11/2024 0.250
52W High: 5/15/2024 0.580
52W Low: 3/11/2024 0.250
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   0.000
Avg. price 1Y:   0.382
Avg. volume 1Y:   0.000
Volatility 1M:   76.99%
Volatility 6M:   73.41%
Volatility 1Y:   70.51%
Volatility 3Y:   -