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Goldman Sachs Call 8 BOY 20.06.20.../  DE000GP77083  /

EUWAX
2024-12-23  9:32:17 AM Chg.+0.08 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
1.53EUR +5.52% -
Bid Size: -		 -
Ask Size: -		 BCO BIL.VIZ.ARG.NOM.... 8.00 - 2025-06-20 Call
 

Master data

WKN: GP7708
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.55
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.27
Implied volatility: 0.34
Historic volatility: 0.28
Parity: 1.27
Time value: 0.40
Break-even: 9.67
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 9.87%
Delta: 0.79
Theta: 0.00
Omega: 4.37
Rho: 0.03
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.14%
1 Month  
+9.29%
3 Months
  -24.26%
YTD  
+50.00%
1 Year  
+53.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.63 1.45
1M High / 1M Low: 2.01 1.20
6M High / 6M Low: 2.41 1.20
High (YTD): 2024-04-29 3.31
Low (YTD): 2024-01-19 0.85
52W High: 2024-04-29 3.31
52W Low: 2024-01-19 0.85
Avg. price 1W:   1.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   0.00
Avg. price 6M:   1.70
Avg. volume 6M:   0.00
Avg. price 1Y:   1.86
Avg. volume 1Y:   0.00
Volatility 1M:   123.97%
Volatility 6M:   121.51%
Volatility 1Y:   116.77%
Volatility 3Y:   -