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Goldman Sachs Call 45 G1A 20.12.2.../  DE000GP4M649  /

EUWAX
9/11/2024  4:18:16 PM Chg.-0.010 Bid7:12:09 PM Ask7:12:09 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.130
Bid Size: 10,000		 0.180
Ask Size: 10,000		 GEA GROUP AG 45.00 - 12/20/2024 Call
 

Master data

WKN: GP4M64
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 12/20/2024
Issue date: 5/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.22
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -0.27
Time value: 0.18
Break-even: 46.82
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.45
Spread abs.: 0.06
Spread %: 45.60%
Delta: 0.40
Theta: -0.01
Omega: 9.37
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+37.50%
3 Months  
+37.50%
YTD
  -26.67%
1 Year
  -47.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.140 0.070
6M High / 6M Low: 0.160 0.060
High (YTD): 3/27/2024 0.160
Low (YTD): 8/6/2024 0.060
52W High: 9/11/2023 0.210
52W Low: 8/6/2024 0.060
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.099
Avg. volume 6M:   0.000
Avg. price 1Y:   0.109
Avg. volume 1Y:   0.000
Volatility 1M:   155.05%
Volatility 6M:   184.54%
Volatility 1Y:   176.34%
Volatility 3Y:   -