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Goldman Sachs Call 6 BOY 21.03.20.../  DE000GP44SW4  /

EUWAX
2024-12-23  10:38:27 AM Chg.+0.04 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
3.38EUR +1.20% -
Bid Size: -		 -
Ask Size: -		 BCO BIL.VIZ.ARG.NOM.... 6.00 - 2025-03-21 Call
 

Master data

WKN: GP44SW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 2025-03-21
Issue date: 2023-05-23
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.62
Leverage: Yes

Calculated values

Fair value: 3.31
Intrinsic value: 3.27
Implied volatility: 0.87
Historic volatility: 0.28
Parity: 3.27
Time value: 0.27
Break-even: 9.54
Moneyness: 1.54
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.20
Spread %: 5.99%
Delta: 0.90
Theta: 0.00
Omega: 2.35
Rho: 0.01
 

Quote data

Open: 3.38
High: 3.38
Low: 3.38
Previous Close: 3.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.98%
1 Month  
+7.30%
3 Months
  -12.89%
YTD  
+41.42%
1 Year  
+42.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.52 3.34
1M High / 1M Low: 3.88 2.95
6M High / 6M Low: 4.29 2.72
High (YTD): 2024-04-04 5.25
Low (YTD): 2024-01-19 2.16
52W High: 2024-04-04 5.25
52W Low: 2024-01-19 2.16
Avg. price 1W:   3.41
Avg. volume 1W:   0.00
Avg. price 1M:   3.47
Avg. volume 1M:   0.00
Avg. price 6M:   3.47
Avg. volume 6M:   0.00
Avg. price 1Y:   3.58
Avg. volume 1Y:   0.00
Volatility 1M:   63.13%
Volatility 6M:   70.39%
Volatility 1Y:   70.19%
Volatility 3Y:   -