OverviewChartNewsTraderScreen

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

EUWAX
10/9/2024  6:29:28 PM Chg.+0.010 Bid10/9/2024 Ask10/9/2024 Underlying Strike price Expiration date Option type
0.530EUR +1.92% 0.530
Bid Size: 20,000		 0.550
Ask Size: 20,000		 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: 3.80
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.50
Implied volatility: 0.65
Historic volatility: 0.19
Parity: 0.50
Time value: 0.06
Break-even: 21.52
Moneyness: 1.31
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.76%
Delta: 0.87
Theta: -0.01
Omega: 3.28
Rho: 0.02
 

Quote data

Open: 0.530
High: 0.540
Low: 0.530
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.92%
1 Month  
+23.26%
3 Months  
+35.90%
YTD  
+55.88%
1 Year  
+89.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.520
1M High / 1M Low: 0.540 0.400
6M High / 6M Low: 0.540 0.280
High (YTD): 10/1/2024 0.540
Low (YTD): 3/18/2024 0.180
52W High: 10/1/2024 0.540
52W Low: 3/18/2024 0.180
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.482
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   0.328
Avg. volume 1Y:   0.000
Volatility 1M:   68.53%
Volatility 6M:   76.74%
Volatility 1Y:   85.69%
Volatility 3Y:   -