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

EUWAX
7/29/2024  10:38:17 AM Chg.+0.07 Bid5:41:47 PM Ask5:41:47 PM Underlying Strike price Expiration date Option type
5.15EUR +1.38% 5.04
Bid Size: 5,000		 5.34
Ask Size: 5,000		 BCO BIL.VIZ.ARG.NOM.... 5.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/30/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.86
Leverage: Yes

Calculated values

Fair value: 5.11
Intrinsic value: 5.04
Implied volatility: 1.01
Historic volatility: 0.24
Parity: 5.04
Time value: 0.36
Break-even: 10.39
Moneyness: 2.01
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.30
Spread %: 5.89%
Delta: 0.92
Theta: 0.00
Omega: 1.72
Rho: 0.02
 

Quote data

Open: 5.15
High: 5.15
Low: 5.15
Previous Close: 5.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.78%
1 Month  
+17.58%
3 Months
  -14.59%
YTD  
+55.59%
1 Year  
+108.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.18 4.98
1M High / 1M Low: 5.18 4.44
6M High / 6M Low: 6.21 3.14
High (YTD): 4/4/2024 6.21
Low (YTD): 1/19/2024 3.08
52W High: 4/4/2024 6.21
52W Low: 9/7/2023 2.02
Avg. price 1W:   5.09
Avg. volume 1W:   0.00
Avg. price 1M:   4.83
Avg. volume 1M:   0.00
Avg. price 6M:   4.89
Avg. volume 6M:   0.00
Avg. price 1Y:   3.87
Avg. volume 1Y:   0.00
Volatility 1M:   44.06%
Volatility 6M:   59.91%
Volatility 1Y:   57.01%
Volatility 3Y:   -