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Goldman Sachs Call 150 SY1 20.06..../  DE000GP755P3  /

EUWAX
2024-06-06  12:21:00 PM Chg.+0.010 Bid12:51:18 PM Ask12:51:18 PM Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.190
Bid Size: 20,000		 0.220
Ask Size: 20,000		 SYMRISE AG INH. O.N. 150.00 - 2025-06-20 Call
 

Master data

WKN: GP755P
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-06-20
Issue date: 2023-06-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.53
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -3.97
Time value: 0.29
Break-even: 152.94
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 0.37
Spread abs.: 0.10
Spread %: 51.55%
Delta: 0.20
Theta: -0.01
Omega: 7.44
Rho: 0.20
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month  
+100.00%
3 Months  
+17.65%
YTD  
+25.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.190 0.100
6M High / 6M Low: 0.280 0.100
High (YTD): 2024-03-25 0.280
Low (YTD): 2024-05-21 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.12%
Volatility 6M:   138.54%
Volatility 1Y:   -
Volatility 3Y:   -