Goldman Sachs Call 70 BNP 20.09.2.../  DE000GQ56HU3  /

EUWAX
2024-07-26  10:39:33 AM Chg.+0.029 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.077EUR +60.42% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 70.00 EUR 2024-09-20 Call
 

Master data

WKN: GQ56HU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.70
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -0.55
Time value: 0.17
Break-even: 71.71
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 1.03
Spread abs.: 0.11
Spread %: 159.09%
Delta: 0.32
Theta: -0.03
Omega: 11.89
Rho: 0.03
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.09%
1 Month  
+50.98%
3 Months
  -57.22%
YTD
  -54.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.048
1M High / 1M Low: 0.087 0.035
6M High / 6M Low: 0.310 0.016
High (YTD): 2024-05-20 0.310
Low (YTD): 2024-02-15 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   487.58%
Volatility 6M:   306.67%
Volatility 1Y:   -
Volatility 3Y:   -