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

EUWAX
04/09/2024  16:28:05 Chg.-0.49 Bid17:58:06 Ask17:58:06 Underlying Strike price Expiration date Option type
4.04EUR -10.82% 4.01
Bid Size: 5,000		 4.21
Ask Size: 5,000		 BCO BIL.VIZ.ARG.NOM.... 5.00 - 20/12/2024 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: 20/12/2024
Issue date: 30/03/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.11
Leverage: Yes

Calculated values

Fair value: 4.33
Intrinsic value: 4.28
Implied volatility: 0.73
Historic volatility: 0.25
Parity: 4.28
Time value: 0.11
Break-even: 9.39
Moneyness: 1.86
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.20
Spread %: 4.77%
Delta: 0.96
Theta: 0.00
Omega: 2.04
Rho: 0.01
 

Quote data

Open: 4.04
High: 4.04
Low: 4.04
Previous Close: 4.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.62%
1 Month
  -2.65%
3 Months
  -10.62%
YTD  
+22.05%
1 Year  
+61.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.60 4.47
1M High / 1M Low: 4.60 3.63
6M High / 6M Low: 6.21 3.63
High (YTD): 04/04/2024 6.21
Low (YTD): 19/01/2024 3.08
52W High: 04/04/2024 6.21
52W Low: 07/09/2023 2.02
Avg. price 1W:   4.55
Avg. volume 1W:   0.00
Avg. price 1M:   4.22
Avg. volume 1M:   0.00
Avg. price 6M:   4.92
Avg. volume 6M:   0.00
Avg. price 1Y:   4.08
Avg. volume 1Y:   0.00
Volatility 1M:   38.14%
Volatility 6M:   58.27%
Volatility 1Y:   56.83%
Volatility 3Y:   -