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Goldman Sachs Call 140 TSM 21.06..../  DE000GP2XES6  /

EUWAX
2024-05-31  10:42:47 AM Chg.-0.23 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.11EUR -17.16% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 140.00 - 2024-06-21 Call
 

Master data

WKN: GP2XES
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2023-04-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.00
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.28
Parity: -0.08
Time value: 1.16
Break-even: 151.60
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 3.73
Spread abs.: 0.02
Spread %: 1.75%
Delta: 0.54
Theta: -0.30
Omega: 6.43
Rho: 0.03
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.67%
1 Month  
+126.53%
3 Months  
+122.00%
YTD  
+1287.50%
1 Year  
+226.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.11
1M High / 1M Low: 2.04 0.49
6M High / 6M Low: 2.04 0.04
High (YTD): 2024-05-23 2.04
Low (YTD): 2024-01-05 0.05
52W High: 2024-05-23 2.04
52W Low: 2023-11-01 0.03
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   0.66
Avg. volume 6M:   21.77
Avg. price 1Y:   0.40
Avg. volume 1Y:   10.59
Volatility 1M:   292.32%
Volatility 6M:   432.45%
Volatility 1Y:   340.30%
Volatility 3Y:   -