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

EUWAX
9/11/2024  6:19:41 PM Chg.-0.010 Bid8:03:42 PM Ask8:03:42 PM Underlying Strike price Expiration date Option type
0.550EUR -1.79% 0.560
Bid Size: 10,000		 0.610
Ask Size: 10,000		 GEA GROUP AG 40.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/28/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.87
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.23
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.23
Time value: 0.39
Break-even: 46.15
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 11.41%
Delta: 0.67
Theta: -0.01
Omega: 4.61
Rho: 0.17
 

Quote data

Open: 0.560
High: 0.560
Low: 0.550
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.85%
1 Month  
+30.95%
3 Months  
+61.76%
YTD  
+41.03%
1 Year  
+22.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.500
1M High / 1M Low: 0.580 0.420
6M High / 6M Low: 0.580 0.300
High (YTD): 8/30/2024 0.580
Low (YTD): 1/22/2024 0.250
52W High: 8/30/2024 0.580
52W Low: 12/13/2023 0.230
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.491
Avg. volume 1M:   0.000
Avg. price 6M:   0.405
Avg. volume 6M:   0.000
Avg. price 1Y:   0.368
Avg. volume 1Y:   0.000
Volatility 1M:   64.25%
Volatility 6M:   98.62%
Volatility 1Y:   104.12%
Volatility 3Y:   -