OverviewChartNewsTraderScreen

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

EUWAX
11/10/2024  18:23:19 Chg.0.000 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.330EUR 0.00% -
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: 5.85
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.30
Implied volatility: 0.46
Historic volatility: 0.19
Parity: 0.30
Time value: 0.06
Break-even: 21.59
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 5.90%
Delta: 0.82
Theta: -0.01
Omega: 4.78
Rho: 0.03
 

Quote data

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

Performance

1 Week
  -2.94%
1 Month  
+37.50%
3 Months  
+65.00%
YTD  
+57.14%
1 Year  
+73.68%
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:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.232
Avg. volume 6M:   0.000
Avg. price 1Y:   0.194
Avg. volume 1Y:   0.000
Volatility 1M:   101.85%
Volatility 6M:   112.13%
Volatility 1Y:   117.42%
Volatility 3Y:   -