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

EUWAX
11/10/2024  18:24:21 Chg.+0.030 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.860EUR +3.61% -
Bid Size: -		 -
Ask Size: -		 GEA GROUP AG 40.00 - 20/06/2025 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: 20/06/2025
Issue date: 28/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.79
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.64
Implied volatility: 0.37
Historic volatility: 0.20
Parity: 0.64
Time value: 0.33
Break-even: 49.70
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.15
Spread %: 18.29%
Delta: 0.76
Theta: -0.01
Omega: 3.64
Rho: 0.18
 

Quote data

Open: 0.850
High: 0.870
Low: 0.850
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.17%
1 Month  
+56.36%
3 Months  
+75.51%
YTD  
+120.51%
1 Year  
+168.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.760
1M High / 1M Low: 0.860 0.530
6M High / 6M Low: 0.860 0.300
High (YTD): 11/10/2024 0.860
Low (YTD): 22/01/2024 0.250
52W High: 11/10/2024 0.860
52W Low: 13/12/2023 0.230
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.675
Avg. volume 1M:   0.000
Avg. price 6M:   0.452
Avg. volume 6M:   0.000
Avg. price 1Y:   0.391
Avg. volume 1Y:   0.000
Volatility 1M:   112.73%
Volatility 6M:   100.42%
Volatility 1Y:   106.12%
Volatility 3Y:   -