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Goldman Sachs Call 15 SOBA 21.06..../  DE000GP3YEC6  /

EUWAX
2024-06-07  9:50:35 AM Chg.-0.01 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
3.05EUR -0.33% -
Bid Size: -		 -
Ask Size: -		 AT + T INC. ... 15.00 - 2024-06-21 Call
 

Master data

WKN: GP3YEC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AT + T INC. DL 1
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2023-05-05
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.78
Implied volatility: 1.67
Historic volatility: 0.21
Parity: 1.78
Time value: 1.31
Break-even: 18.09
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 6.06
Spread abs.: 0.03
Spread %: 0.98%
Delta: 0.70
Theta: -0.07
Omega: 3.78
Rho: 0.00
 

Quote data

Open: 3.05
High: 3.05
Low: 3.05
Previous Close: 3.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.51%
1 Month  
+44.55%
3 Months  
+47.34%
YTD  
+59.69%
1 Year  
+55.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.12 2.83
1M High / 1M Low: 3.12 2.04
6M High / 6M Low: 3.12 1.44
High (YTD): 2024-06-05 3.12
Low (YTD): 2024-04-17 1.44
52W High: 2024-06-05 3.12
52W Low: 2023-08-25 0.76
Avg. price 1W:   3.00
Avg. volume 1W:   0.00
Avg. price 1M:   2.40
Avg. volume 1M:   0.00
Avg. price 6M:   2.12
Avg. volume 6M:   0.00
Avg. price 1Y:   1.69
Avg. volume 1Y:   0.00
Volatility 1M:   117.47%
Volatility 6M:   122.80%
Volatility 1Y:   142.35%
Volatility 3Y:   -