Goldman Sachs Call 20 ARRD 20.12..../  DE000GP3JLK5  /

EUWAX
11/10/2024  16:19:44 Chg.+0.030 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.320EUR +10.34% -
Bid Size: -
-
Ask Size: -
ARCELORMITTAL S.A. N... 20.00 - 20/12/2024 Call
 

Master data

WKN: GP3JLK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 20/12/2024
Issue date: 28/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.09
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.35
Implied volatility: -
Historic volatility: 0.25
Parity: 0.35
Time value: -0.02
Break-even: 23.32
Moneyness: 1.18
Premium: -0.01
Premium p.a.: -0.05
Spread abs.: 0.03
Spread %: 10.30%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.310
High: 0.320
Low: 0.310
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+113.33%
3 Months  
+23.08%
YTD
  -56.16%
1 Year
  -27.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.410 0.150
6M High / 6M Low: 0.640 0.100
High (YTD): 12/02/2024 0.770
Low (YTD): 05/08/2024 0.100
52W High: 12/02/2024 0.770
52W Low: 05/08/2024 0.100
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.291
Avg. volume 1M:   0.000
Avg. price 6M:   0.318
Avg. volume 6M:   0.000
Avg. price 1Y:   0.442
Avg. volume 1Y:   0.000
Volatility 1M:   225.65%
Volatility 6M:   168.34%
Volatility 1Y:   132.54%
Volatility 3Y:   -