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Goldman Sachs Call 160 SWKS 17.01.../  DE000GP3VPR6  /

EUWAX
2024-06-14  11:12:25 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 Skyworks Solutions I... 160.00 - 2025-01-17 Call
 

Master data

WKN: GP3VPR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-05-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.29
Parity: -6.25
Time value: 0.16
Break-even: 161.59
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 1.35
Spread abs.: 0.05
Spread %: 45.87%
Delta: 0.11
Theta: -0.02
Omega: 6.90
Rho: 0.06
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+140.00%
1 Month  
+140.00%
3 Months
  -33.33%
YTD
  -60.00%
1 Year
  -74.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.042
1M High / 1M Low: 0.110 0.042
6M High / 6M Low: 0.300 0.042
High (YTD): 2024-01-02 0.230
Low (YTD): 2024-06-10 0.042
52W High: 2023-07-31 0.580
52W Low: 2024-06-10 0.042
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.223
Avg. volume 1Y:   0.000
Volatility 1M:   429.33%
Volatility 6M:   247.81%
Volatility 1Y:   193.25%
Volatility 3Y:   -