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Goldman Sachs Call 2500 PCE1 17.0.../  DE000GP36YB2  /

EUWAX
2024-07-04  9:27:26 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
13.95EUR - -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 2,500.00 - 2025-01-17 Call
 

Master data

WKN: GP36YB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,500.00 -
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 11.73
Intrinsic value: 11.23
Implied volatility: 0.86
Historic volatility: 0.23
Parity: 11.23
Time value: 3.47
Break-even: 3,970.00
Moneyness: 1.45
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.70
Spread %: 5.00%
Delta: 0.83
Theta: -1.65
Omega: 2.03
Rho: 8.16
 

Quote data

Open: 13.95
High: 13.95
Low: 13.95
Previous Close: 13.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.31%
1 Month  
+8.22%
3 Months  
+28.22%
YTD  
+22.69%
1 Year  
+155.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.49 13.60
1M High / 1M Low: 15.05 12.89
6M High / 6M Low: 15.05 9.88
High (YTD): 2024-06-28 15.05
Low (YTD): 2024-03-07 9.88
52W High: 2024-06-28 15.05
52W Low: 2023-07-07 5.41
Avg. price 1W:   13.99
Avg. volume 1W:   0.00
Avg. price 1M:   14.05
Avg. volume 1M:   0.00
Avg. price 6M:   11.99
Avg. volume 6M:   0.00
Avg. price 1Y:   10.23
Avg. volume 1Y:   0.00
Volatility 1M:   43.22%
Volatility 6M:   58.50%
Volatility 1Y:   65.99%
Volatility 3Y:   -