Goldman Sachs Call 100 HOT 20.06..../  DE000GP753U8  /

EUWAX
2024-10-31  5:12:53 PM Chg.-0.11 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.83EUR -5.67% -
Bid Size: -
-
Ask Size: -
HOCHTIEF AG 100.00 - 2025-06-20 Call
 

Master data

WKN: GP753U
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HOCHTIEF AG
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2025-06-20
Issue date: 2023-06-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.18
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.32
Implied volatility: 0.56
Historic volatility: 0.25
Parity: 1.32
Time value: 1.39
Break-even: 127.10
Moneyness: 1.13
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.70
Spread %: 34.83%
Delta: 0.71
Theta: -0.04
Omega: 2.96
Rho: 0.34
 

Quote data

Open: 1.88
High: 1.90
Low: 1.83
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.27%
1 Month  
+7.02%
3 Months
  -5.18%
YTD  
+36.57%
1 Year  
+32.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.11 1.94
1M High / 1M Low: 2.28 1.53
6M High / 6M Low: 2.28 1.27
High (YTD): 2024-10-21 2.28
Low (YTD): 2024-02-19 1.14
52W High: 2024-10-21 2.28
52W Low: 2023-11-06 1.08
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   1.93
Avg. volume 1M:   0.00
Avg. price 6M:   1.68
Avg. volume 6M:   0.00
Avg. price 1Y:   1.59
Avg. volume 1Y:   0.00
Volatility 1M:   90.67%
Volatility 6M:   99.14%
Volatility 1Y:   109.05%
Volatility 3Y:   -