OverviewChartNewsTraderScreen

Goldman Sachs Call 45 G1A 20.06.2.../  DE000GQ8VAE4  /

EUWAX
15/11/2024  18:14:57 Chg.- Bid10:05:28 Ask10:05:28 Underlying Strike price Expiration date Option type
0.450EUR - 0.460
Bid Size: 10,000		 0.490
Ask Size: 10,000		 GEA GROUP AG 45.00 EUR 20/06/2025 Call
 

Master data

WKN: GQ8VAE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 20/06/2025
Issue date: 14/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.61
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.02
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.02
Time value: 0.50
Break-even: 50.25
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 10.53%
Delta: 0.59
Theta: -0.01
Omega: 5.05
Rho: 0.12
 

Quote data

Open: 0.440
High: 0.470
Low: 0.440
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month
  -16.67%
3 Months  
+125.00%
YTD  
+114.29%
1 Year  
+87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.450
1M High / 1M Low: 0.540 0.400
6M High / 6M Low: 0.600 0.150
High (YTD): 17/10/2024 0.600
Low (YTD): 24/01/2024 0.130
52W High: 17/10/2024 0.600
52W Low: 13/12/2023 0.120
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   0.291
Avg. volume 6M:   0.000
Avg. price 1Y:   0.236
Avg. volume 1Y:   0.000
Volatility 1M:   122.20%
Volatility 6M:   124.86%
Volatility 1Y:   130.14%
Volatility 3Y:   -