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Goldman Sachs Call 150 BLHEF 20.1.../  DE000GP2XAM7  /

EUWAX
6/11/2024  10:32:45 AM Chg.+0.03 Bid2:34:57 PM Ask2:34:57 PM Underlying Strike price Expiration date Option type
1.22EUR +2.52% 1.13
Bid Size: 20,000		 1.16
Ask Size: 20,000		 Baloise Holdings AG 150.00 - 12/20/2024 Call
 

Master data

WKN: GP2XAM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 12/20/2024
Issue date: 4/17/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.76
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.99
Implied volatility: 0.11
Historic volatility: 0.18
Parity: 0.99
Time value: 0.37
Break-even: 163.60
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.10
Spread %: 7.94%
Delta: 0.87
Theta: -0.02
Omega: 10.23
Rho: 0.66
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.09%
1 Month  
+87.69%
3 Months  
+125.93%
YTD  
+293.55%
1 Year  
+1.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.27 1.15
1M High / 1M Low: 1.27 0.67
6M High / 6M Low: 1.27 0.24
High (YTD): 6/6/2024 1.27
Low (YTD): 4/5/2024 0.24
52W High: 6/6/2024 1.27
52W Low: 4/5/2024 0.24
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   0.49
Avg. volume 6M:   0.00
Avg. price 1Y:   0.55
Avg. volume 1Y:   0.00
Volatility 1M:   123.48%
Volatility 6M:   141.42%
Volatility 1Y:   136.01%
Volatility 3Y:   -