Goldman Sachs Call 18 EVK 20.12.2024
/ DE000GP4W2A5
Goldman Sachs Call 18 EVK 20.12.2.../ DE000GP4W2A5 /
09/10/2024 16:14:39 |
Chg.+0.030 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+9.38% |
- Bid Size: - |
- Ask Size: - |
EVONIK INDUSTRIES NA... |
18.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
26/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.48 |
Historic volatility: |
0.19 |
Parity: |
0.30 |
Time value: |
0.07 |
Break-even: |
21.62 |
Moneyness: |
1.16 |
Premium: |
0.03 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
5.85% |
Delta: |
0.80 |
Theta: |
-0.01 |
Omega: |
4.64 |
Rho: |
0.03 |
Quote data
Open: |
0.340 |
High: |
0.350 |
Low: |
0.340 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.06% |
1 Month |
|
|
+45.83% |
3 Months |
|
|
+75.00% |
YTD |
|
|
+66.67% |
1 Year |
|
|
+94.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.320 |
1M High / 1M Low: |
0.350 |
0.240 |
6M High / 6M Low: |
0.350 |
0.140 |
High (YTD): |
09/10/2024 |
0.350 |
Low (YTD): |
18/03/2024 |
0.090 |
52W High: |
09/10/2024 |
0.350 |
52W Low: |
18/03/2024 |
0.090 |
Avg. price 1W: |
|
0.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.303 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.231 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.194 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
98.49% |
Volatility 6M: |
|
112.06% |
Volatility 1Y: |
|
117.36% |
Volatility 3Y: |
|
- |