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

EUWAX
2024-07-26  9:39:10 AM Chg.+0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.790EUR +6.76% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 40.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.29
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.41
Implied volatility: 0.49
Historic volatility: 0.17
Parity: 0.41
Time value: 0.42
Break-even: 48.34
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.60%
Delta: 0.69
Theta: -0.02
Omega: 3.67
Rho: 0.11
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.06%
1 Month
  -1.25%
3 Months
  -12.22%
YTD
  -27.52%
1 Year
  -40.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.710
1M High / 1M Low: 0.890 0.680
6M High / 6M Low: 1.260 0.630
High (YTD): 2024-01-25 1.270
Low (YTD): 2024-06-14 0.630
52W High: 2023-09-04 1.840
52W Low: 2024-06-14 0.630
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   0.766
Avg. volume 1M:   0.000
Avg. price 6M:   0.888
Avg. volume 6M:   0.000
Avg. price 1Y:   1.117
Avg. volume 1Y:   16.858
Volatility 1M:   84.52%
Volatility 6M:   91.81%
Volatility 1Y:   81.04%
Volatility 3Y:   -