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Goldman Sachs Call 7 VVU 20.12.20.../  DE000GP5T179  /

EUWAX
11/11/2024  10:06:13 Chg.- Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.270EUR - -
Bid Size: -		 -
Ask Size: -		 VIVENDI SE INH. E... 7.00 - 20/12/2024 Call
 

Master data

WKN: GP5T17
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VIVENDI SE INH. EO 5,5
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 20/12/2024
Issue date: 15/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.19
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.22
Implied volatility: 1.46
Historic volatility: 0.21
Parity: 0.22
Time value: 0.07
Break-even: 9.90
Moneyness: 1.32
Premium: 0.07
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.80
Theta: -0.02
Omega: 2.54
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -25.00%
3 Months  
+3.85%
YTD
  -10.00%
1 Year  
+35.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.390 0.270
6M High / 6M Low: 0.420 0.230
High (YTD): 18/07/2024 0.420
Low (YTD): 05/08/2024 0.230
52W High: 18/07/2024 0.420
52W Low: 13/11/2023 0.200
Avg. price 1W:   0.283
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   0.329
Avg. volume 6M:   0.000
Avg. price 1Y:   0.312
Avg. volume 1Y:   0.000
Volatility 1M:   64.09%
Volatility 6M:   73.53%
Volatility 1Y:   70.32%
Volatility 3Y:   -