Goldman Sachs Call 15 PSM 20.06.2.../  DE000GP79GN4  /

EUWAX
07/06/2024  10:41:47 Chg.-0.010 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.300EUR -3.23% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 15.00 - 20/06/2025 Call
 

Master data

WKN: GP79GN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 20/06/2025
Issue date: 30/06/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.59
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.45
Parity: -7.55
Time value: 0.40
Break-even: 15.40
Moneyness: 0.50
Premium: 1.07
Premium p.a.: 1.01
Spread abs.: 0.10
Spread %: 34.11%
Delta: 0.21
Theta: 0.00
Omega: 3.86
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+11.11%
3 Months  
+57.89%
YTD  
+87.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.250
1M High / 1M Low: 0.320 0.200
6M High / 6M Low: 0.390 0.110
High (YTD): 18/04/2024 0.390
Low (YTD): 22/01/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   330.55%
Volatility 6M:   197.23%
Volatility 1Y:   -
Volatility 3Y:   -