OverviewChartNewsTraderScreen

Goldman Sachs Call 45 CIS 17.01.2.../  DE000GP397Y6  /

EUWAX
2024-07-04  9:53:46 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.410EUR - -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 45.00 - 2025-01-17 Call
 

Master data

WKN: GP397Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-04-26
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.42
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.17
Parity: -0.20
Time value: 0.41
Break-even: 49.13
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 5.09%
Delta: 0.52
Theta: -0.01
Omega: 5.38
Rho: 0.10
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.82%
1 Month  
+13.89%
3 Months
  -28.07%
YTD
  -45.33%
1 Year
  -56.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.410
1M High / 1M Low: 0.440 0.310
6M High / 6M Low: 0.890 0.310
High (YTD): 2024-01-30 0.890
Low (YTD): 2024-06-14 0.310
52W High: 2023-09-04 1.460
52W Low: 2024-06-14 0.310
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   0.589
Avg. volume 6M:   0.000
Avg. price 1Y:   0.804
Avg. volume 1Y:   0.000
Volatility 1M:   93.24%
Volatility 6M:   118.46%
Volatility 1Y:   102.04%
Volatility 3Y:   -