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Goldman Sachs Call 200 CGM 20.06..../  DE000GP771J3  /

EUWAX
10/18/2024  10:20:10 AM Chg.+0.090 Bid6:24:56 PM Ask6:24:56 PM Underlying Strike price Expiration date Option type
1.050EUR +9.38% 0.960
Bid Size: 5,000		 1.460
Ask Size: 2,000		 CAPGEMINI SE INH. EO... 200.00 - 6/20/2025 Call
 

Master data

WKN: GP771J
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.76
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.22
Parity: -1.72
Time value: 1.16
Break-even: 211.60
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.24
Spread abs.: 0.30
Spread %: 34.88%
Delta: 0.43
Theta: -0.04
Omega: 6.74
Rho: 0.45
 

Quote data

Open: 1.050
High: 1.050
Low: 1.050
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.94%
1 Month
  -31.82%
3 Months
  -39.31%
YTD
  -55.88%
1 Year
  -27.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.880
1M High / 1M Low: 1.720 0.880
6M High / 6M Low: 3.200 0.880
High (YTD): 3/4/2024 4.500
Low (YTD): 10/16/2024 0.880
52W High: 3/4/2024 4.500
52W Low: 10/16/2024 0.880
Avg. price 1W:   0.976
Avg. volume 1W:   0.000
Avg. price 1M:   1.310
Avg. volume 1M:   0.000
Avg. price 6M:   1.758
Avg. volume 6M:   0.000
Avg. price 1Y:   2.285
Avg. volume 1Y:   0.000
Volatility 1M:   160.55%
Volatility 6M:   155.74%
Volatility 1Y:   126.97%
Volatility 3Y:   -