OverviewChartNewsTraderScreen

Goldman Sachs Call 700 RAA 20.12..../  DE000GP5QRU1  /

EUWAX
09/08/2024  10:05:38 Chg.-0.02 Bid11:30:01 Ask11:30:01 Underlying Strike price Expiration date Option type
1.90EUR -1.04% 1.83
Bid Size: 5,000		 1.88
Ask Size: 3,000		 RATIONAL AG 700.00 - 20/12/2024 Call
 

Master data

WKN: GP5QRU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 20/12/2024
Issue date: 14/06/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 4.25
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.67
Implied volatility: 0.49
Historic volatility: 0.28
Parity: 1.67
Time value: 0.38
Break-even: 904.00
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.10
Spread %: 5.15%
Delta: 0.82
Theta: -0.30
Omega: 3.49
Rho: 1.85
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 1.92
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.57%
1 Month  
+74.31%
3 Months  
+22.58%
YTD  
+88.12%
1 Year  
+106.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.93 0.94
1M High / 1M Low: 1.93 0.94
6M High / 6M Low: 1.93 0.94
High (YTD): 07/08/2024 1.93
Low (YTD): 05/01/2024 0.71
52W High: 07/08/2024 1.93
52W Low: 30/10/2023 0.30
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   1.07
Avg. volume 1Y:   0.00
Volatility 1M:   373.89%
Volatility 6M:   184.56%
Volatility 1Y:   157.23%
Volatility 3Y:   -