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

EUWAX
04/07/2024  09:27:11 Chg.- Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.750EUR - -
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: 5.66
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.30
Implied volatility: 0.46
Historic volatility: 0.17
Parity: 0.30
Time value: 0.46
Break-even: 47.60
Moneyness: 1.08
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 2.70%
Delta: 0.67
Theta: -0.02
Omega: 3.80
Rho: 0.11
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+8.70%
3 Months
  -18.48%
YTD
  -31.19%
1 Year
  -40.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.750
1M High / 1M Low: 0.800 0.630
6M High / 6M Low: 1.270 0.630
High (YTD): 25/01/2024 1.270
Low (YTD): 14/06/2024 0.630
52W High: 04/09/2023 1.840
52W Low: 14/06/2024 0.630
Avg. price 1W:   0.772
Avg. volume 1W:   0.000
Avg. price 1M:   0.716
Avg. volume 1M:   0.000
Avg. price 6M:   0.934
Avg. volume 6M:   8.262
Avg. price 1Y:   1.150
Avg. volume 1Y:   16.792
Volatility 1M:   66.47%
Volatility 6M:   87.69%
Volatility 1Y:   79.66%
Volatility 3Y:   -