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Goldman Sachs Call 5800 SX5E 21.0.../  DE000GP39HZ0  /

EUWAX
7/25/2024  1:21:21 PM Chg.-0.040 Bid5:37:46 PM Ask5:37:46 PM Underlying Strike price Expiration date Option type
0.100EUR -28.57% 0.100
Bid Size: 10,000		 0.150
Ask Size: 3,000		 DJ EURO STOXX 50 EUR... 5,800.00 - 3/21/2025 Call
 

Master data

WKN: GP39HZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DJ EURO STOXX 50 EUR Price
Type: Warrant
Option type: Call
Strike price: 5,800.00 -
Maturity: 3/21/2025
Issue date: 4/26/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 284.22
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.12
Parity: -9.68
Time value: 0.17
Break-even: 5,817.00
Moneyness: 0.83
Premium: 0.20
Premium p.a.: 0.33
Spread abs.: 0.05
Spread %: 41.67%
Delta: 0.08
Theta: -0.19
Omega: 21.68
Rho: 2.30
 

Quote data

Open: 0.110
High: 0.110
Low: 0.100
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -64.29%
3 Months
  -75.00%
YTD
  -33.33%
1 Year
  -56.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.280 0.140
6M High / 6M Low: 0.700 0.130
High (YTD): 4/2/2024 0.700
Low (YTD): 1/17/2024 0.070
52W High: 4/2/2024 0.700
52W Low: 10/27/2023 0.053
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.369
Avg. volume 6M:   0.000
Avg. price 1Y:   0.250
Avg. volume 1Y:   0.000
Volatility 1M:   214.86%
Volatility 6M:   171.60%
Volatility 1Y:   169.83%
Volatility 3Y:   -