Goldman Sachs Call 12 PSM 19.12.2.../  DE000GG65ED8  /

EUWAX
2024-06-06  10:58:04 AM Chg.0.000 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.720EUR 0.00% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 12.00 EUR 2025-12-19 Call
 

Master data

WKN: GG65ED
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2025-12-19
Issue date: 2024-04-16
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.69
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.45
Parity: -4.58
Time value: 0.85
Break-even: 12.85
Moneyness: 0.62
Premium: 0.73
Premium p.a.: 0.43
Spread abs.: 0.15
Spread %: 21.31%
Delta: 0.36
Theta: 0.00
Omega: 3.15
Rho: 0.03
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+2.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.640
1M High / 1M Low: 0.820 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -