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

EUWAX
7/26/2024  10:05:36 AM Chg.+0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.450EUR +12.50% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 45.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/26/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.04
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.17
Parity: -0.09
Time value: 0.49
Break-even: 49.88
Moneyness: 0.98
Premium: 0.13
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 4.27%
Delta: 0.55
Theta: -0.02
Omega: 4.99
Rho: 0.09
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+2.27%
3 Months
  -19.64%
YTD
  -40.00%
1 Year
  -55.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.380
1M High / 1M Low: 0.510 0.350
6M High / 6M Low: 0.890 0.310
High (YTD): 1/30/2024 0.890
Low (YTD): 6/14/2024 0.310
52W High: 9/4/2023 1.460
52W Low: 6/14/2024 0.310
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.418
Avg. volume 1M:   0.000
Avg. price 6M:   0.543
Avg. volume 6M:   0.000
Avg. price 1Y:   0.770
Avg. volume 1Y:   0.000
Volatility 1M:   130.65%
Volatility 6M:   126.79%
Volatility 1Y:   105.79%
Volatility 3Y:   -