Goldman Sachs Call 5800 SX5E 21.03.2025
/ DE000GP39HZ0
Goldman Sachs Call 5800 SX5E 21.0.../ DE000GP39HZ0 /
04/10/2024 14:16:31 |
Chg.-0.001 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.079EUR |
-1.25% |
- Bid Size: - |
- Ask Size: - |
EURO STOXX 50, EUR (... |
5,800.00 - |
21/03/2025 |
Call |
Master data
WKN: |
GP39HZ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
EURO STOXX 50, EUR (Price) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5,800.00 - |
Maturity: |
21/03/2025 |
Issue date: |
26/04/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
377.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.13 |
Parity: |
-8.87 |
Time value: |
0.13 |
Break-even: |
5,813.00 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.05 |
Spread %: |
62.50% |
Delta: |
0.07 |
Theta: |
-0.21 |
Omega: |
24.64 |
Rho: |
1.41 |
Quote data
Open: |
0.080 |
High: |
0.080 |
Low: |
0.079 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.33% |
1 Month |
|
|
+5.33% |
3 Months |
|
|
-68.40% |
YTD |
|
|
-47.33% |
1 Year |
|
|
-12.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.080 |
1M High / 1M Low: |
0.150 |
0.043 |
6M High / 6M Low: |
0.640 |
0.042 |
High (YTD): |
02/04/2024 |
0.700 |
Low (YTD): |
13/08/2024 |
0.042 |
52W High: |
02/04/2024 |
0.700 |
52W Low: |
13/08/2024 |
0.042 |
Avg. price 1W: |
|
0.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.071 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.254 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.229 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
411.71% |
Volatility 6M: |
|
273.11% |
Volatility 1Y: |
|
226.28% |
Volatility 3Y: |
|
- |