Goldman Sachs Call 7 BPE5 20.06.2.../  DE000GP79FH8  /

EUWAX
13/09/2024  09:16:34 Chg.+0.003 Bid15:53:54 Ask15:53:54 Underlying Strike price Expiration date Option type
0.012EUR +33.33% 0.011
Bid Size: 20,000
0.031
Ask Size: 20,000
BP PLC $0.25 7.00 - 20/06/2025 Call
 

Master data

WKN: GP79FH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BP PLC $0.25
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 20/06/2025
Issue date: 30/06/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 125.32
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -2.24
Time value: 0.04
Break-even: 7.04
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 0.66
Spread abs.: 0.03
Spread %: 375.00%
Delta: 0.08
Theta: 0.00
Omega: 10.18
Rho: 0.00
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -20.00%
3 Months
  -66.67%
YTD
  -85.00%
1 Year
  -94.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.009
1M High / 1M Low: 0.018 0.008
6M High / 6M Low: 0.150 0.008
High (YTD): 29/04/2024 0.150
Low (YTD): 05/09/2024 0.008
52W High: 16/10/2023 0.400
52W Low: 05/09/2024 0.008
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   0.100
Avg. volume 1Y:   3.346
Volatility 1M:   635.80%
Volatility 6M:   328.40%
Volatility 1Y:   264.93%
Volatility 3Y:   -