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Goldman Sachs Call 40 HAL 20.06.2.../  DE000GP74ZZ9  /

EUWAX
2024-07-31  10:29:40 AM Chg.+0.020 Bid4:56:45 PM Ask4:56:45 PM Underlying Strike price Expiration date Option type
0.210EUR +10.53% 0.220
Bid Size: 100,000		 0.230
Ask Size: 100,000		 HALLIBURTON CO. DL... 40.00 - 2025-06-20 Call
 

Master data

WKN: GP74ZZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HALLIBURTON CO. DL 2,50
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: No
Gearing: 15.10
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -0.83
Time value: 0.21
Break-even: 42.10
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.34
Theta: -0.01
Omega: 5.17
Rho: 0.08
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month  
+5.00%
3 Months
  -54.35%
YTD
  -55.32%
1 Year
  -73.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.300 0.150
6M High / 6M Low: 0.690 0.150
High (YTD): 2024-04-08 0.690
Low (YTD): 2024-07-25 0.150
52W High: 2023-10-19 1.060
52W Low: 2024-07-25 0.150
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.375
Avg. volume 6M:   7,888.889
Avg. price 1Y:   0.542
Avg. volume 1Y:   4,101.961
Volatility 1M:   241.40%
Volatility 6M:   139.27%
Volatility 1Y:   116.47%
Volatility 3Y:   -