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Goldman Sachs Call 5 BOY 20.12.20.../  DE000GP1H0H6  /

EUWAX
2024-07-04  10:23:38 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
4.75EUR - -
Bid Size: -		 -
Ask Size: -		 BCO BIL.VIZ.ARG.NOM.... 5.00 - 2024-12-20 Call
 

Master data

WKN: GP1H0H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.99
Leverage: Yes

Calculated values

Fair value: 4.70
Intrinsic value: 4.61
Implied volatility: 0.72
Historic volatility: 0.24
Parity: 4.61
Time value: 0.21
Break-even: 9.82
Moneyness: 1.92
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.20
Spread %: 4.33%
Delta: 0.95
Theta: 0.00
Omega: 1.89
Rho: 0.02
 

Quote data

Open: 4.75
High: 4.75
Low: 4.75
Previous Close: 4.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.45%
1 Month  
+2.37%
3 Months
  -21.75%
YTD  
+43.50%
1 Year  
+129.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.75 4.44
1M High / 1M Low: 4.93 4.13
6M High / 6M Low: 6.21 3.08
High (YTD): 2024-04-04 6.21
Low (YTD): 2024-01-19 3.08
52W High: 2024-04-04 6.21
52W Low: 2023-09-07 2.02
Avg. price 1W:   4.62
Avg. volume 1W:   0.00
Avg. price 1M:   4.50
Avg. volume 1M:   0.00
Avg. price 6M:   4.70
Avg. volume 6M:   0.00
Avg. price 1Y:   3.71
Avg. volume 1Y:   0.00
Volatility 1M:   60.50%
Volatility 6M:   61.10%
Volatility 1Y:   57.20%
Volatility 3Y:   -