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Goldman Sachs Call 300 CMI 17.01..../  DE000GP7RB35  /

EUWAX
2025-01-14  3:45:57 PM Chg.- Bid9:19:23 AM Ask9:19:23 AM Underlying Strike price Expiration date Option type
6.43EUR - 6.31
Bid Size: 1,000		 -
Ask Size: -		 Cummins Inc 300.00 USD 2025-01-17 Call
 

Master data

WKN: GP7RB3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cummins Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.26
Leverage: Yes

Calculated values

Fair value: 5.96
Intrinsic value: 5.95
Implied volatility: 2.37
Historic volatility: 0.23
Parity: 5.95
Time value: 0.74
Break-even: 359.19
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 11.59
Spread abs.: 0.70
Spread %: 11.69%
Delta: 0.83
Theta: -3.14
Omega: 4.39
Rho: 0.02
 

Quote data

Open: 6.43
High: 6.43
Low: 6.43
Previous Close: 5.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.63%
1 Month
  -9.05%
3 Months  
+55.31%
YTD  
+32.30%
1 Year  
+1090.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.43 5.39
1M High / 1M Low: 6.81 4.86
6M High / 6M Low: 8.23 1.44
High (YTD): 2025-01-14 6.43
Low (YTD): 2025-01-03 4.90
52W High: 2024-12-10 8.23
52W Low: 2024-01-24 0.48
Avg. price 1W:   5.84
Avg. volume 1W:   0.00
Avg. price 1M:   5.61
Avg. volume 1M:   0.00
Avg. price 6M:   3.89
Avg. volume 6M:   0.00
Avg. price 1Y:   2.73
Avg. volume 1Y:   0.00
Volatility 1M:   115.74%
Volatility 6M:   175.72%
Volatility 1Y:   166.09%
Volatility 3Y:   -