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

EUWAX
5/31/2024  9:22:16 AM Chg.+0.080 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.720EUR +12.50% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 12.00 EUR 12/19/2025 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: 12/19/2025
Issue date: 4/16/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.94
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.45
Parity: -4.74
Time value: 0.81
Break-even: 12.81
Moneyness: 0.61
Premium: 0.76
Premium p.a.: 0.44
Spread abs.: 0.24
Spread %: 42.13%
Delta: 0.35
Theta: 0.00
Omega: 3.16
Rho: 0.03
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -7.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.640
1M High / 1M Low: 0.790 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.710
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -