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

EUWAX
15/07/2024  17:11:56 Chg.- Bid09:02:39 Ask09:02:39 Underlying Strike price Expiration date Option type
0.330EUR - 0.330
Bid Size: 30,000		 -
Ask Size: -		 EVONIK INDUSTRIES NA... 16.00 - 20/12/2024 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: 20/12/2024
Issue date: 05/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.00
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.29
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 0.29
Time value: 0.09
Break-even: 19.78
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 5.59%
Delta: 0.80
Theta: -0.01
Omega: 4.00
Rho: 0.05
 

Quote data

Open: 0.350
High: 0.350
Low: 0.330
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month  
+3.13%
3 Months
  -2.94%
YTD
  -2.94%
1 Year
  -15.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.400 0.320
6M High / 6M Low: 0.490 0.180
High (YTD): 15/05/2024 0.490
Low (YTD): 18/03/2024 0.180
52W High: 15/05/2024 0.490
52W Low: 18/03/2024 0.180
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   92.06%
Volatility 6M:   89.66%
Volatility 1Y:   83.98%
Volatility 3Y:   -