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Goldman Sachs Call 160 UWS 21.06..../  DE000GP24MM0  /

EUWAX
2024-06-05  10:19:29 AM Chg.+0.33 Bid3:01:45 PM Ask3:01:45 PM Underlying Strike price Expiration date Option type
4.10EUR +8.75% 4.10
Bid Size: 5,000		 4.20
Ask Size: 5,000		 WASTE MANAGEMENT 160.00 - 2024-06-21 Call
 

Master data

WKN: GP24MM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-04-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.60
Leverage: Yes

Calculated values

Fair value: 2.74
Intrinsic value: 2.71
Implied volatility: 1.71
Historic volatility: 0.14
Parity: 2.71
Time value: 1.36
Break-even: 200.70
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 3.94
Spread abs.: 0.05
Spread %: 1.24%
Delta: 0.73
Theta: -0.70
Omega: 3.37
Rho: 0.04
 

Quote data

Open: 4.10
High: 4.10
Low: 4.10
Previous Close: 3.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.84%
1 Month
  -9.49%
3 Months
  -9.49%
YTD  
+93.40%
1 Year  
+122.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.59 3.77
1M High / 1M Low: 4.89 3.77
6M High / 6M Low: 5.18 1.72
High (YTD): 2024-03-28 5.18
Low (YTD): 2024-01-08 1.99
52W High: 2024-03-28 5.18
52W Low: 2023-10-02 0.73
Avg. price 1W:   4.18
Avg. volume 1W:   0.00
Avg. price 1M:   4.56
Avg. volume 1M:   0.00
Avg. price 6M:   3.75
Avg. volume 6M:   0.00
Avg. price 1Y:   2.57
Avg. volume 1Y:   0.00
Volatility 1M:   87.91%
Volatility 6M:   71.76%
Volatility 1Y:   104.00%
Volatility 3Y:   -