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Goldman Sachs Call 16 EVK 20.12.2.../  DE000GP27MS0  /

EUWAX
2024-06-27  5:08:22 PM Chg.+0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.390EUR +5.41% -
Bid Size: -		 -
Ask Size: -		 EVONIK INDUSTRIES NA... 16.00 - 2024-12-20 Call
 

Master data

WKN: GP27MS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-12-20
Issue date: 2023-04-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.87
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.30
Implied volatility: 0.38
Historic volatility: 0.20
Parity: 0.30
Time value: 0.09
Break-even: 19.90
Moneyness: 1.19
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 5.41%
Delta: 0.80
Theta: -0.01
Omega: 3.89
Rho: 0.05
 

Quote data

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

Performance

1 Week
  -2.50%
1 Month
  -9.30%
3 Months  
+39.29%
YTD  
+14.71%
1 Year  
+39.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.370
1M High / 1M Low: 0.430 0.320
6M High / 6M Low: 0.490 0.180
High (YTD): 2024-05-15 0.490
Low (YTD): 2024-03-18 0.180
52W High: 2024-05-15 0.490
52W Low: 2024-03-18 0.180
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   0.308
Avg. volume 1Y:   0.000
Volatility 1M:   89.91%
Volatility 6M:   91.13%
Volatility 1Y:   86.07%
Volatility 3Y:   -