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

EUWAX
10/7/2024  9:49:58 AM Chg.- Bid10:24:58 AM Ask10:24:58 AM Underlying Strike price Expiration date Option type
2.60EUR - 2.40
Bid Size: 10,000		 2.42
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: 3.37
Leverage: Yes

Calculated values

Fair value: 2.70
Intrinsic value: 2.65
Implied volatility: 0.66
Historic volatility: 0.26
Parity: 2.65
Time value: 0.21
Break-even: 9.86
Moneyness: 1.38
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.36
Spread %: 14.40%
Delta: 0.90
Theta: 0.00
Omega: 3.02
Rho: 0.01
 

Quote data

Open: 2.60
High: 2.60
Low: 2.60
Previous Close: 2.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month  
+23.22%
3 Months
  -8.45%
YTD  
+69.93%
1 Year  
+114.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.63 2.22
1M High / 1M Low: 2.91 2.09
6M High / 6M Low: 4.09 1.78
High (YTD): 4/4/2024 4.19
Low (YTD): 1/19/2024 1.32
52W High: 4/4/2024 4.19
52W Low: 10/31/2023 1.06
Avg. price 1W:   2.45
Avg. volume 1W:   0.00
Avg. price 1M:   2.50
Avg. volume 1M:   0.00
Avg. price 6M:   2.81
Avg. volume 6M:   0.00
Avg. price 1Y:   2.41
Avg. volume 1Y:   0.00
Volatility 1M:   103.66%
Volatility 6M:   95.71%
Volatility 1Y:   90.74%
Volatility 3Y:   -