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Goldman Sachs Call 200 BLHEF 20.1.../  DE000GP2M056  /

EUWAX
2024-06-06  9:12:39 AM Chg.- Bid9:15:29 AM Ask9:15:29 AM Underlying Strike price Expiration date Option type
0.026EUR - 0.020
Bid Size: 10,000		 -
Ask Size: -		 Baloise Holdings AG 200.00 - 2024-12-20 Call
 

Master data

WKN: GP2M05
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-12-20
Issue date: 2023-04-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 124.14
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -4.11
Time value: 0.13
Break-even: 201.28
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.55
Spread abs.: 0.11
Spread %: 456.52%
Delta: 0.11
Theta: -0.01
Omega: 13.72
Rho: 0.09
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month  
+160.00%
3 Months  
+160.00%
YTD
  -13.33%
1 Year
  -82.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.026
1M High / 1M Low: 0.036 0.010
6M High / 6M Low: 0.040 0.003
High (YTD): 2024-06-03 0.036
Low (YTD): 2024-03-27 0.003
52W High: 2023-06-09 0.150
52W Low: 2024-03-27 0.003
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   0.048
Avg. volume 1Y:   0.000
Volatility 1M:   583.06%
Volatility 6M:   820.72%
Volatility 1Y:   626.98%
Volatility 3Y:   -