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

EUWAX
07/10/2024  10:12:20 Chg.- Bid10:16:58 Ask10:16:58 Underlying Strike price Expiration date Option type
4.59EUR - 4.34
Bid Size: 10,000		 4.37
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: 1.99
Leverage: Yes

Calculated values

Fair value: 4.68
Intrinsic value: 4.65
Implied volatility: 1.18
Historic volatility: 0.26
Parity: 4.65
Time value: 0.21
Break-even: 9.86
Moneyness: 1.93
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.36
Spread %: 8.00%
Delta: 0.94
Theta: 0.00
Omega: 1.86
Rho: 0.01
 

Quote data

Open: 4.59
High: 4.59
Low: 4.59
Previous Close: 4.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.71%
1 Month  
+12.50%
3 Months
  -3.77%
YTD  
+38.67%
1 Year  
+66.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.67 4.19
1M High / 1M Low: 4.93 4.01
6M High / 6M Low: 6.03 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: 25/10/2023 2.56
Avg. price 1W:   4.45
Avg. volume 1W:   0.00
Avg. price 1M:   4.49
Avg. volume 1M:   0.00
Avg. price 6M:   4.74
Avg. volume 6M:   0.00
Avg. price 1Y:   4.27
Avg. volume 1Y:   0.00
Volatility 1M:   61.63%
Volatility 6M:   62.18%
Volatility 1Y:   56.58%
Volatility 3Y:   -