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

EUWAX
08/11/2024  15:20:31 Chg.-0.43 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
1.97EUR -17.92% -
Bid Size: -		 -
Ask Size: -		 BNP PARIBAS INH. ... 40.00 - 20/12/2024 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: 20/12/2024
Issue date: 30/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.65
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.91
Implied volatility: 1.51
Historic volatility: 0.23
Parity: 1.91
Time value: 0.33
Break-even: 62.30
Moneyness: 1.48
Premium: 0.06
Premium p.a.: 0.59
Spread abs.: 0.10
Spread %: 4.69%
Delta: 0.85
Theta: -0.09
Omega: 2.24
Rho: 0.03
 

Quote data

Open: 1.97
High: 1.97
Low: 1.97
Previous Close: 2.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.17%
1 Month
  -12.05%
3 Months  
+1.03%
YTD
  -16.17%
1 Year  
+11.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.40 2.28
1M High / 1M Low: 2.69 2.21
6M High / 6M Low: 3.25 1.90
High (YTD): 20/05/2024 3.25
Low (YTD): 14/02/2024 1.44
52W High: 20/05/2024 3.25
52W Low: 14/02/2024 1.44
Avg. price 1W:   2.35
Avg. volume 1W:   0.00
Avg. price 1M:   2.45
Avg. volume 1M:   0.00
Avg. price 6M:   2.42
Avg. volume 6M:   0.00
Avg. price 1Y:   2.29
Avg. volume 1Y:   0.00
Volatility 1M:   70.61%
Volatility 6M:   62.69%
Volatility 1Y:   58.53%
Volatility 3Y:   -