Goldman Sachs Call 16 EVK 20.12.2024
/ DE000GP27MS0
Goldman Sachs Call 16 EVK 20.12.2.../ DE000GP27MS0 /
9/17/2024 9:44:46 AM |
Chg.+0.020 |
Bid11:21:56 AM |
Ask11:21:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+4.44% |
0.470 Bid Size: 30,000 |
0.480 Ask Size: 10,000 |
EVONIK INDUSTRIES NA... |
16.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/5/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.50 |
Historic volatility: |
0.19 |
Parity: |
0.40 |
Time value: |
0.06 |
Break-even: |
20.61 |
Moneyness: |
1.25 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
6.47% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
3.71 |
Rho: |
0.03 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.450 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.50% |
1 Month |
|
|
+30.56% |
3 Months |
|
|
+46.88% |
YTD |
|
|
+38.24% |
1 Year |
|
|
+42.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.400 |
1M High / 1M Low: |
0.450 |
0.370 |
6M High / 6M Low: |
0.490 |
0.180 |
High (YTD): |
5/15/2024 |
0.490 |
Low (YTD): |
3/18/2024 |
0.180 |
52W High: |
5/15/2024 |
0.490 |
52W Low: |
3/18/2024 |
0.180 |
Avg. price 1W: |
|
0.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.366 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.315 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
53.33% |
Volatility 6M: |
|
82.33% |
Volatility 1Y: |
|
86.30% |
Volatility 3Y: |
|
- |