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

EUWAX
11/09/2024  18:17:03 Chg.-0.010 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.800EUR -1.23% -
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: 4.86
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.73
Implied volatility: 0.47
Historic volatility: 0.20
Parity: 0.73
Time value: 0.14
Break-even: 43.70
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.07
Spread %: 8.75%
Delta: 0.82
Theta: -0.02
Omega: 4.00
Rho: 0.07
 

Quote data

Open: 0.830
High: 0.830
Low: 0.800
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.27%
1 Month  
+26.98%
3 Months  
+56.86%
YTD  
+42.86%
1 Year  
+31.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.740
1M High / 1M Low: 0.850 0.640
6M High / 6M Low: 0.850 0.430
High (YTD): 30/08/2024 0.850
Low (YTD): 17/01/2024 0.390
52W High: 30/08/2024 0.850
52W Low: 27/10/2023 0.300
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.730
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   0.000
Avg. price 1Y:   0.528
Avg. volume 1Y:   0.000
Volatility 1M:   57.76%
Volatility 6M:   90.46%
Volatility 1Y:   94.27%
Volatility 3Y:   -