OverviewChartNewsTraderScreen

Goldman Sachs Call 40 BNP 20.12.2.../  DE000GP1GYK8  /

EUWAX
2024-07-26  10:34:57 AM Chg.+0.13 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
2.58EUR +5.31% -
Bid Size: -		 -
Ask Size: -		 BNP PARIBAS INH. ... 40.00 - 2024-12-20 Call
 

Master data

WKN: GP1GYK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.45
Leverage: Yes

Calculated values

Fair value: 2.51
Intrinsic value: 2.46
Implied volatility: 0.67
Historic volatility: 0.23
Parity: 2.46
Time value: 0.18
Break-even: 66.40
Moneyness: 1.61
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 6.02%
Delta: 0.92
Theta: -0.02
Omega: 2.24
Rho: 0.13
 

Quote data

Open: 2.58
High: 2.58
Low: 2.58
Previous Close: 2.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.95%
1 Month  
+18.35%
3 Months
  -8.51%
YTD  
+9.79%
1 Year  
+25.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.54 2.39
1M High / 1M Low: 2.54 2.08
6M High / 6M Low: 3.25 1.44
High (YTD): 2024-05-20 3.25
Low (YTD): 2024-02-14 1.44
52W High: 2024-05-20 3.25
52W Low: 2024-02-14 1.44
Avg. price 1W:   2.46
Avg. volume 1W:   0.00
Avg. price 1M:   2.35
Avg. volume 1M:   0.00
Avg. price 6M:   2.35
Avg. volume 6M:   0.00
Avg. price 1Y:   2.21
Avg. volume 1Y:   0.00
Volatility 1M:   74.65%
Volatility 6M:   64.02%
Volatility 1Y:   56.39%
Volatility 3Y:   -