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

EUWAX
6/10/2024  10:32:07 AM Chg.+0.001 Bid5:30:15 PM Ask5:30:15 PM Underlying Strike price Expiration date Option type
0.030EUR +3.45% 0.040
Bid Size: 10,000		 0.140
Ask Size: 3,000		 Baloise Holdings AG 200.00 - 12/20/2024 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: 12/20/2024
Issue date: 4/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 122.69
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -4.05
Time value: 0.13
Break-even: 201.30
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.55
Spread abs.: 0.10
Spread %: 364.29%
Delta: 0.11
Theta: -0.01
Omega: 13.78
Rho: 0.09
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.029
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+200.00%
3 Months  
+50.00%
YTD     0.00%
1 Year
  -80.00%
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): 6/3/2024 0.036
Low (YTD): 3/27/2024 0.003
52W High: 9/15/2023 0.140
52W Low: 3/27/2024 0.003
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   0.047
Avg. volume 1Y:   0.000
Volatility 1M:   609.71%
Volatility 6M:   823.68%
Volatility 1Y:   629.28%
Volatility 3Y:   -