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

EUWAX
8/9/2024  10:08:18 AM Chg.-0.010 Bid5:35:10 PM Ask5:35:10 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.120
Bid Size: 10,000		 0.190
Ask Size: 3,000		 DEUTSCHE BOERSE NA O... 250.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/28/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 96.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -6.71
Time value: 0.19
Break-even: 251.89
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.45
Spread abs.: 0.07
Spread %: 58.82%
Delta: 0.11
Theta: -0.01
Omega: 10.67
Rho: 0.16
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -18.75%
3 Months
  -13.33%
YTD
  -50.00%
1 Year
  -40.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.180 0.130
6M High / 6M Low: 0.240 0.100
High (YTD): 1/19/2024 0.270
Low (YTD): 5/29/2024 0.100
52W High: 1/19/2024 0.270
52W Low: 5/29/2024 0.100
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.174
Avg. volume 6M:   0.000
Avg. price 1Y:   0.178
Avg. volume 1Y:   0.000
Volatility 1M:   115.89%
Volatility 6M:   145.53%
Volatility 1Y:   143.13%
Volatility 3Y:   -