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Goldman Sachs Call 100 TSM 21.06..../  DE000GP0BQD2  /

EUWAX
2024-06-07  9:48:17 AM Chg.-0.19 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
5.80EUR -3.17% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 100.00 - 2024-06-21 Call
 

Master data

WKN: GP0BQD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.54
Leverage: Yes

Calculated values

Fair value: 5.23
Intrinsic value: 5.22
Implied volatility: 2.80
Historic volatility: 0.29
Parity: 5.22
Time value: 0.78
Break-even: 160.00
Moneyness: 1.52
Premium: 0.05
Premium p.a.: 3.08
Spread abs.: 0.03
Spread %: 0.50%
Delta: 0.86
Theta: -0.71
Omega: 2.17
Rho: 0.03
 

Quote data

Open: 5.80
High: 5.80
Low: 5.80
Previous Close: 5.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.46%
1 Month  
+46.84%
3 Months  
+11.54%
YTD  
+437.04%
1 Year  
+286.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.99 4.92
1M High / 1M Low: 5.99 3.95
6M High / 6M Low: 5.99 0.75
High (YTD): 2024-06-06 5.99
Low (YTD): 2024-01-05 0.75
52W High: 2024-06-06 5.99
52W Low: 2023-10-31 0.40
Avg. price 1W:   5.40
Avg. volume 1W:   0.00
Avg. price 1M:   5.07
Avg. volume 1M:   0.00
Avg. price 6M:   3.11
Avg. volume 6M:   0.00
Avg. price 1Y:   1.97
Avg. volume 1Y:   0.00
Volatility 1M:   116.03%
Volatility 6M:   174.67%
Volatility 1Y:   158.64%
Volatility 3Y:   -