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Goldman Sachs Call 5 BOY 21.03.20.../  DE000GP1KF42  /

EUWAX
2024-12-23  9:58:04 AM Chg.+0.06 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
4.37EUR +1.39% -
Bid Size: -		 -
Ask Size: -		 BCO BIL.VIZ.ARG.NOM.... 5.00 - 2025-03-21 Call
 

Master data

WKN: GP1KF4
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: 2025-03-21
Issue date: 2023-03-31
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.05
Leverage: Yes

Calculated values

Fair value: 4.30
Intrinsic value: 4.27
Implied volatility: 1.11
Historic volatility: 0.28
Parity: 4.27
Time value: 0.25
Break-even: 9.52
Moneyness: 1.85
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.20
Spread %: 4.63%
Delta: 0.92
Theta: 0.00
Omega: 1.89
Rho: 0.01
 

Quote data

Open: 4.37
High: 4.37
Low: 4.37
Previous Close: 4.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.80%
1 Month  
+5.81%
3 Months
  -10.63%
YTD  
+31.63%
1 Year  
+32.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.45 4.31
1M High / 1M Low: 4.88 3.89
6M High / 6M Low: 5.19 3.75
High (YTD): 2024-04-04 6.25
Low (YTD): 2024-01-19 3.08
52W High: 2024-04-04 6.25
52W Low: 2024-01-19 3.08
Avg. price 1W:   4.38
Avg. volume 1W:   0.00
Avg. price 1M:   4.44
Avg. volume 1M:   0.00
Avg. price 6M:   4.43
Avg. volume 6M:   0.00
Avg. price 1Y:   4.54
Avg. volume 1Y:   0.00
Volatility 1M:   52.20%
Volatility 6M:   55.72%
Volatility 1Y:   56.30%
Volatility 3Y:   -