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Goldman Sachs Call 250 DB1 20.06..../  DE000GP74YU3  /

EUWAX
2024-07-12  10:57:33 AM Chg.+0.020 Bid1:02:16 PM Ask1:02:16 PM Underlying Strike price Expiration date Option type
0.170EUR +13.33% 0.170
Bid Size: 10,000		 0.220
Ask Size: 2,000		 DEUTSCHE BOERSE NA O... 250.00 - 2025-06-20 Call
 

Master data

WKN: GP74YU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-06-20
Issue date: 2023-06-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 88.31
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -6.19
Time value: 0.21
Break-even: 252.13
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.37
Spread abs.: 0.08
Spread %: 63.85%
Delta: 0.12
Theta: -0.01
Omega: 10.97
Rho: 0.20
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -5.56%
3 Months
  -22.73%
YTD
  -34.62%
1 Year
  -10.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.240 0.140
6M High / 6M Low: 0.270 0.100
High (YTD): 2024-01-19 0.270
Low (YTD): 2024-05-29 0.100
52W High: 2024-01-19 0.270
52W Low: 2024-05-29 0.100
Avg. price 1W:   0.157
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   0.000
Volatility 1M:   207.75%
Volatility 6M:   145.00%
Volatility 1Y:   148.06%
Volatility 3Y:   -