OverviewChartNewsTraderScreen

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

EUWAX
02/09/2024  09:20:45 Chg.-0.010 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.990EUR -1.00% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 40.00 - 17/01/2025 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: 17/01/2025
Issue date: 25/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.58
Implied volatility: 0.63
Historic volatility: 0.18
Parity: 0.58
Time value: 0.43
Break-even: 50.09
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.72
Theta: -0.02
Omega: 3.26
Rho: 0.09
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.98%
1 Month  
+26.92%
3 Months  
+43.48%
YTD
  -9.17%
1 Year
  -45.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.970
1M High / 1M Low: 1.020 0.600
6M High / 6M Low: 1.190 0.600
High (YTD): 25/01/2024 1.270
Low (YTD): 13/08/2024 0.600
52W High: 04/09/2023 1.840
52W Low: 13/08/2024 0.600
Avg. price 1W:   1.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   0.848
Avg. volume 6M:   0.000
Avg. price 1Y:   1.046
Avg. volume 1Y:   16.925
Volatility 1M:   135.87%
Volatility 6M:   100.67%
Volatility 1Y:   89.29%
Volatility 3Y:   -