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

EUWAX
12/07/2024  11:19:09 Chg.+0.004 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.041EUR +10.81% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 70.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 22/09/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.60
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -0.76
Time value: 0.14
Break-even: 71.40
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 1.03
Spread abs.: 0.10
Spread %: 250.00%
Delta: 0.26
Theta: -0.02
Omega: 11.73
Rho: 0.03
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.87%
1 Month
  -22.64%
3 Months
  -72.67%
YTD
  -75.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.036
1M High / 1M Low: 0.087 0.036
6M High / 6M Low: 0.310 0.016
High (YTD): 20/05/2024 0.310
Low (YTD): 15/02/2024 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   425.31%
Volatility 6M:   286.25%
Volatility 1Y:   -
Volatility 3Y:   -