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Goldman Sachs Call 600 RAA 20.12..../  DE000GP4Q1Q1  /

EUWAX
2024-07-12  12:15:34 PM Chg.-0.02 Bid12:45:23 PM Ask12:45:23 PM Underlying Strike price Expiration date Option type
1.93EUR -1.03% 1.97
Bid Size: 10,000		 2.02
Ask Size: 3,000		 RATIONAL AG 600.00 - 2024-12-20 Call
 

Master data

WKN: GP4Q1Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 2024-12-20
Issue date: 2023-05-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.79
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 1.69
Implied volatility: 0.48
Historic volatility: 0.27
Parity: 1.69
Time value: 0.35
Break-even: 803.00
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 5.18%
Delta: 0.84
Theta: -0.23
Omega: 3.17
Rho: 1.94
 

Quote data

Open: 1.94
High: 1.94
Low: 1.93
Previous Close: 1.95
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.03%
1 Month
  -23.72%
3 Months
  -12.27%
YTD  
+19.88%
1 Year  
+26.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.97 1.88
1M High / 1M Low: 2.58 1.88
6M High / 6M Low: 2.58 1.53
High (YTD): 2024-06-26 2.58
Low (YTD): 2024-01-05 1.22
52W High: 2024-06-26 2.58
52W Low: 2023-10-27 0.55
Avg. price 1W:   1.93
Avg. volume 1W:   0.00
Avg. price 1M:   2.23
Avg. volume 1M:   0.00
Avg. price 6M:   2.10
Avg. volume 6M:   0.00
Avg. price 1Y:   1.66
Avg. volume 1Y:   0.00
Volatility 1M:   93.99%
Volatility 6M:   81.95%
Volatility 1Y:   97.12%
Volatility 3Y:   -