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Goldman Sachs Call 10 PSM 20.06.2.../  DE000GQ70BH4  /

EUWAX
6/14/2024  10:01:08 AM Chg.-0.110 Bid2:52:47 PM Ask2:52:47 PM Underlying Strike price Expiration date Option type
0.540EUR -16.92% 0.490
Bid Size: 10,000		 0.590
Ask Size: 5,000		 PROSIEBENSAT.1 NA O... 10.00 EUR 6/20/2025 Call
 

Master data

WKN: GQ70BH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 6/20/2025
Issue date: 10/9/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.13
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.45
Parity: -3.16
Time value: 0.84
Break-even: 10.84
Moneyness: 0.68
Premium: 0.58
Premium p.a.: 0.57
Spread abs.: 0.15
Spread %: 21.68%
Delta: 0.39
Theta: 0.00
Omega: 3.20
Rho: 0.02
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -12.90%
3 Months  
+12.50%
YTD  
+54.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.640
1M High / 1M Low: 0.880 0.620
6M High / 6M Low: 1.030 0.280
High (YTD): 4/18/2024 1.030
Low (YTD): 1/16/2024 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.674
Avg. volume 1W:   0.000
Avg. price 1M:   0.735
Avg. volume 1M:   0.000
Avg. price 6M:   0.556
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.13%
Volatility 6M:   160.16%
Volatility 1Y:   -
Volatility 3Y:   -