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

EUWAX
12/11/2024  17:18:12 Chg.-0.23 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
1.99EUR -10.36% -
Bid Size: -		 -
Ask Size: -		 BCO BIL.VIZ.ARG.NOM.... 7.00 - 20/12/2024 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: 20/12/2024
Issue date: 21/06/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.95
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 2.12
Implied volatility: 0.81
Historic volatility: 0.27
Parity: 2.12
Time value: 0.19
Break-even: 9.31
Moneyness: 1.30
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.20
Spread %: 9.48%
Delta: 0.88
Theta: -0.01
Omega: 3.46
Rho: 0.01
 

Quote data

Open: 1.99
High: 1.99
Low: 1.99
Previous Close: 2.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.75%
1 Month
  -15.32%
3 Months
  -6.13%
YTD  
+30.07%
1 Year  
+44.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.68 2.19
1M High / 1M Low: 2.68 2.09
6M High / 6M Low: 3.35 1.78
High (YTD): 04/04/2024 4.19
Low (YTD): 19/01/2024 1.32
52W High: 04/04/2024 4.19
52W Low: 19/01/2024 1.32
Avg. price 1W:   2.33
Avg. volume 1W:   0.00
Avg. price 1M:   2.27
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   2.52
Avg. volume 1Y:   0.00
Volatility 1M:   96.49%
Volatility 6M:   93.28%
Volatility 1Y:   91.88%
Volatility 3Y:   -