OverviewChartNewsTraderScreen

Goldman Sachs Call 160 BLHEF 20.1.../  DE000GP30E96  /

EUWAX
11/06/2024  10:12:05 Chg.-0.010 Bid14:53:26 Ask14:53:26 Underlying Strike price Expiration date Option type
0.640EUR -1.54% 0.580
Bid Size: 20,000		 0.610
Ask Size: 20,000		 Baloise Holdings AG 160.00 - 20/12/2024 Call
 

Master data

WKN: GP30E9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 20/12/2024
Issue date: 20/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.50
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.18
Parity: -0.01
Time value: 0.78
Break-even: 167.80
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 14.71%
Delta: 0.59
Theta: -0.02
Omega: 12.20
Rho: 0.46
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month  
+106.45%
3 Months  
+128.57%
YTD  
+255.56%
1 Year
  -21.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.600
1M High / 1M Low: 0.690 0.310
6M High / 6M Low: 0.690 0.110
High (YTD): 03/06/2024 0.690
Low (YTD): 16/04/2024 0.110
52W High: 15/06/2023 0.800
52W Low: 16/04/2024 0.110
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.544
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   0.000
Volatility 1M:   155.07%
Volatility 6M:   171.68%
Volatility 1Y:   159.85%
Volatility 3Y:   -