OverviewChartNewsTraderScreen

Goldman Sachs Call 40 G1A 20.06.2.../  DE000GP754B6  /

EUWAX
2024-07-10  4:30:33 PM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.420EUR +5.00% -
Bid Size: -		 -
Ask Size: -		 GEA GROUP AG 40.00 - 2025-06-20 Call
 

Master data

WKN: GP754B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-06-20
Issue date: 2023-06-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.92
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -0.10
Time value: 0.49
Break-even: 44.93
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 11.29%
Delta: 0.57
Theta: -0.01
Omega: 4.54
Rho: 0.17
 

Quote data

Open: 0.400
High: 0.420
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+23.53%
3 Months  
+20.00%
YTD  
+7.69%
1 Year
  -28.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.400
1M High / 1M Low: 0.480 0.310
6M High / 6M Low: 0.480 0.250
High (YTD): 2024-07-03 0.480
Low (YTD): 2024-01-22 0.250
52W High: 2023-07-31 0.690
52W Low: 2023-12-13 0.230
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.405
Avg. volume 1M:   0.000
Avg. price 6M:   0.361
Avg. volume 6M:   0.000
Avg. price 1Y:   0.385
Avg. volume 1Y:   0.000
Volatility 1M:   122.55%
Volatility 6M:   105.67%
Volatility 1Y:   101.50%
Volatility 3Y:   -