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Goldman Sachs Call 35 G1A 20.12.2.../  DE000GP4FFU2  /

EUWAX
05/08/2024  18:17:28 Chg.- Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.550EUR - -
Bid Size: -		 -
Ask Size: -		 GEA GROUP AG 35.00 - 20/12/2024 Call
 

Master data

WKN: GP4FFU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 20/12/2024
Issue date: 10/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.07
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.36
Implied volatility: 0.45
Historic volatility: 0.20
Parity: 0.36
Time value: 0.28
Break-even: 41.36
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 8.53%
Delta: 0.71
Theta: -0.02
Omega: 4.29
Rho: 0.08
 

Quote data

Open: 0.530
High: 0.550
Low: 0.510
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.12%
1 Month
  -16.67%
3 Months  
+14.58%
YTD
  -1.79%
1 Year
  -30.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.550
1M High / 1M Low: 0.710 0.550
6M High / 6M Low: 0.710 0.430
High (YTD): 31/07/2024 0.710
Low (YTD): 17/01/2024 0.390
52W High: 07/08/2023 0.750
52W Low: 27/10/2023 0.300
Avg. price 1W:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   0.644
Avg. volume 1M:   0.000
Avg. price 6M:   0.560
Avg. volume 6M:   0.000
Avg. price 1Y:   0.521
Avg. volume 1Y:   0.000
Volatility 1M:   100.70%
Volatility 6M:   92.97%
Volatility 1Y:   94.01%
Volatility 3Y:   -