Goldman Sachs Call 14 PSM 20.06.2.../  DE000GP7JZG4  /

EUWAX
6/13/2024  10:42:27 AM Chg.- Bid9:00:30 AM Ask9:00:30 AM Underlying Strike price Expiration date Option type
0.310EUR - 0.320
Bid Size: 10,000
-
Ask Size: -
PROSIEBENSAT.1 NA O... 14.00 EUR 6/20/2025 Call
 

Master data

WKN: GP7JZG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 6/20/2025
Issue date: 7/6/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.05
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.44
Parity: -6.72
Time value: 0.43
Break-even: 14.43
Moneyness: 0.52
Premium: 0.98
Premium p.a.: 0.96
Spread abs.: 0.12
Spread %: 39.54%
Delta: 0.22
Theta: 0.00
Omega: 3.82
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month  
+3.33%
3 Months  
+47.62%
YTD  
+72.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.310
1M High / 1M Low: 0.410 0.300
6M High / 6M Low: 0.460 0.130
High (YTD): 4/18/2024 0.460
Low (YTD): 1/22/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   0.262
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.03%
Volatility 6M:   147.86%
Volatility 1Y:   -
Volatility 3Y:   -