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Goldman Sachs Call 150 TSM 21.06..../  DE000GP0BKE3  /

EUWAX
2024-06-07  9:48:03 AM Chg.+0.16 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.27EUR +14.41% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 150.00 - 2024-06-21 Call
 

Master data

WKN: GP0BKE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.87
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.22
Implied volatility: 1.13
Historic volatility: 0.29
Parity: 0.22
Time value: 1.18
Break-even: 164.00
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 7.15
Spread abs.: 0.03
Spread %: 2.19%
Delta: 0.57
Theta: -0.50
Omega: 6.21
Rho: 0.03
 

Quote data

Open: 1.27
High: 1.27
Low: 1.27
Previous Close: 1.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+164.58%
1 Month  
+296.88%
3 Months
  -16.99%
YTD  
+3075.00%
1 Year  
+388.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.27 0.60
1M High / 1M Low: 1.27 0.32
6M High / 6M Low: 1.53 0.02
High (YTD): 2024-03-08 1.53
Low (YTD): 2024-01-17 0.02
52W High: 2024-03-08 1.53
52W Low: 2023-11-01 0.02
Avg. price 1W:   0.87
Avg. volume 1W:   0.00
Avg. price 1M:   0.78
Avg. volume 1M:   0.00
Avg. price 6M:   0.43
Avg. volume 6M:   129.03
Avg. price 1Y:   0.25
Avg. volume 1Y:   70.98
Volatility 1M:   499.25%
Volatility 6M:   493.42%
Volatility 1Y:   378.96%
Volatility 3Y:   -