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Goldman Sachs Call 18 EVK 20.12.2.../  DE000GP4W2A5  /

EUWAX
2024-07-31  10:26:07 AM Chg.+0.010 Bid11:27:11 AM Ask11:27:11 AM Underlying Strike price Expiration date Option type
0.210EUR +5.00% 0.200
Bid Size: 30,000		 0.210
Ask Size: 10,000		 EVONIK INDUSTRIES NA... 18.00 - 2024-12-20 Call
 

Master data

WKN: GP4W2A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-12-20
Issue date: 2023-05-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.55
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.09
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.09
Time value: 0.13
Break-even: 20.21
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 12.76%
Delta: 0.66
Theta: -0.01
Omega: 5.61
Rho: 0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -4.55%
3 Months     0.00%
YTD     0.00%
1 Year
  -27.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.200
1M High / 1M Low: 0.240 0.180
6M High / 6M Low: 0.300 0.090
High (YTD): 2024-05-15 0.300
Low (YTD): 2024-03-18 0.090
52W High: 2024-05-15 0.300
52W Low: 2024-03-18 0.090
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.184
Avg. volume 1Y:   0.000
Volatility 1M:   135.15%
Volatility 6M:   127.81%
Volatility 1Y:   111.50%
Volatility 3Y:   -