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Goldman Sachs Call 7 BOY 20.12.20.../  DE000GP6BJ93  /

EUWAX
7/29/2024  10:17:23 AM Chg.+0.15 Bid4:01:37 PM Ask4:01:37 PM Underlying Strike price Expiration date Option type
3.23EUR +4.87% 3.14
Bid Size: 10,000		 3.17
Ask Size: 5,000		 BCO BIL.VIZ.ARG.NOM.... 7.00 - 12/20/2024 Call
 

Master data

WKN: GP6BJ9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 12/20/2024
Issue date: 6/21/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.01
Leverage: Yes

Calculated values

Fair value: 3.14
Intrinsic value: 3.04
Implied volatility: 0.55
Historic volatility: 0.24
Parity: 3.04
Time value: 0.30
Break-even: 10.33
Moneyness: 1.43
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.25
Spread %: 8.12%
Delta: 0.90
Theta: 0.00
Omega: 2.70
Rho: 0.02
 

Quote data

Open: 3.23
High: 3.23
Low: 3.23
Previous Close: 3.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.53%
1 Month  
+29.20%
3 Months
  -21.03%
YTD  
+111.11%
1 Year  
+204.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.27 3.08
1M High / 1M Low: 3.27 2.52
6M High / 6M Low: 4.19 1.34
High (YTD): 4/4/2024 4.19
Low (YTD): 1/19/2024 1.32
52W High: 4/4/2024 4.19
52W Low: 9/7/2023 0.72
Avg. price 1W:   3.15
Avg. volume 1W:   0.00
Avg. price 1M:   2.89
Avg. volume 1M:   0.00
Avg. price 6M:   2.97
Avg. volume 6M:   0.00
Avg. price 1Y:   2.12
Avg. volume 1Y:   0.00
Volatility 1M:   66.45%
Volatility 6M:   92.26%
Volatility 1Y:   91.03%
Volatility 3Y:   -