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

EUWAX
06/09/2024  18:22:36 Chg.-0.010 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.230EUR -4.17% -
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: 7.31
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.17
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 0.17
Time value: 0.10
Break-even: 20.70
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.72
Theta: -0.01
Omega: 5.30
Rho: 0.03
 

Quote data

Open: 0.250
High: 0.250
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.81%
1 Month  
+43.75%
3 Months  
+15.00%
YTD  
+9.52%
1 Year  
+15.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.240
1M High / 1M Low: 0.270 0.140
6M High / 6M Low: 0.300 0.090
High (YTD): 15/05/2024 0.300
Low (YTD): 18/03/2024 0.090
52W High: 15/05/2024 0.300
52W Low: 18/03/2024 0.090
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   0.000
Volatility 1M:   116.27%
Volatility 6M:   120.40%
Volatility 1Y:   116.02%
Volatility 3Y:   -