OverviewChartNewsTraderScreen

Goldman Sachs Call 120 TSM 21.06..../  DE000GP0BQC4  /

EUWAX
07/06/2024  09:48:17 Chg.-0.20 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
3.96EUR -4.81% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 120.00 - 21/06/2024 Call
 

Master data

WKN: GP0BQC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 21/06/2024
Issue date: 10/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 3.23
Intrinsic value: 3.22
Implied volatility: 2.12
Historic volatility: 0.29
Parity: 3.22
Time value: 0.92
Break-even: 161.40
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 4.20
Spread abs.: 0.03
Spread %: 0.73%
Delta: 0.79
Theta: -0.69
Omega: 2.89
Rho: 0.03
 

Quote data

Open: 3.96
High: 3.96
Low: 3.96
Previous Close: 4.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.93%
1 Month  
+85.92%
3 Months  
+16.13%
YTD  
+1177.42%
1 Year  
+428.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.16 3.09
1M High / 1M Low: 4.16 2.13
6M High / 6M Low: 4.16 0.19
High (YTD): 06/06/2024 4.16
Low (YTD): 05/01/2024 0.19
52W High: 06/06/2024 4.16
52W Low: 31/10/2023 0.10
Avg. price 1W:   3.54
Avg. volume 1W:   0.00
Avg. price 1M:   3.24
Avg. volume 1M:   0.00
Avg. price 6M:   1.69
Avg. volume 6M:   0.00
Avg. price 1Y:   1.00
Avg. volume 1Y:   0.00
Volatility 1M:   186.20%
Volatility 6M:   299.36%
Volatility 1Y:   250.75%
Volatility 3Y:   -