Goldman Sachs Call 45 GM 20.09.20.../  DE000GP7XGQ4  /

EUWAX
8/15/2024  11:42:18 AM Chg.+0.013 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.090EUR +16.88% -
Bid Size: -
-
Ask Size: -
General Motors Compa... 45.00 USD 9/20/2024 Call
 

Master data

WKN: GP7XGQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 9/20/2024
Issue date: 7/14/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.50
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.27
Parity: -0.13
Time value: 0.09
Break-even: 41.76
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 8.54%
Delta: 0.39
Theta: -0.02
Omega: 17.34
Rho: 0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+125.00%
1 Month
  -83.02%
3 Months
  -68.97%
YTD
  -25.00%
1 Year
  -47.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.040
1M High / 1M Low: 0.530 0.037
6M High / 6M Low: 0.530 0.037
High (YTD): 7/18/2024 0.530
Low (YTD): 8/5/2024 0.037
52W High: 7/18/2024 0.530
52W Low: 11/13/2023 0.028
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   536.585
Avg. price 1Y:   0.185
Avg. volume 1Y:   262.948
Volatility 1M:   548.06%
Volatility 6M:   301.94%
Volatility 1Y:   260.15%
Volatility 3Y:   -