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Goldman Sachs Call 40 CIS 17.01.2.../  DE000GP36U66  /

EUWAX
10/7/2024  9:19:05 AM Chg.+0.03 Bid3:27:16 PM Ask3:27:16 PM Underlying Strike price Expiration date Option type
1.21EUR +2.54% 1.20
Bid Size: 30,000		 1.22
Ask Size: 30,000		 CISCO SYSTEMS DL-... 40.00 - 1/17/2025 Call
 

Master data

WKN: GP36U6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 1/17/2025
Issue date: 4/25/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.93
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.81
Implied volatility: 0.79
Historic volatility: 0.18
Parity: 0.81
Time value: 0.41
Break-even: 52.23
Moneyness: 1.20
Premium: 0.09
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 0.58%
Delta: 0.75
Theta: -0.03
Omega: 2.94
Rho: 0.07
 

Quote data

Open: 1.21
High: 1.21
Low: 1.21
Previous Close: 1.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.54%
1 Month  
+40.70%
3 Months  
+61.33%
YTD  
+11.01%
1 Year
  -20.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.21 1.17
1M High / 1M Low: 1.21 0.82
6M High / 6M Low: 1.21 0.60
High (YTD): 1/25/2024 1.27
Low (YTD): 8/13/2024 0.60
52W High: 10/16/2023 1.57
52W Low: 8/13/2024 0.60
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   0.99
Avg. volume 1Y:   16.92
Volatility 1M:   51.56%
Volatility 6M:   101.16%
Volatility 1Y:   89.72%
Volatility 3Y:   -