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Goldman Sachs Call 200 DB1 20.06..../  DE000GP755Y5  /

EUWAX
31/05/2024  10:14:11 Chg.+0.150 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.880EUR +20.55% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 200.00 - 20/06/2025 Call
 

Master data

WKN: GP755Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 20/06/2025
Issue date: 28/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.09
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.71
Time value: 1.07
Break-even: 210.70
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.14
Spread abs.: 0.34
Spread %: 46.58%
Delta: 0.44
Theta: -0.03
Omega: 7.53
Rho: 0.73
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+7.32%
3 Months
  -39.31%
YTD
  -31.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.710
1M High / 1M Low: 1.090 0.710
6M High / 6M Low: 1.490 0.710
High (YTD): 29/02/2024 1.490
Low (YTD): 29/05/2024 0.710
52W High: - -
52W Low: - -
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.917
Avg. volume 1M:   0.000
Avg. price 6M:   1.142
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.90%
Volatility 6M:   109.96%
Volatility 1Y:   -
Volatility 3Y:   -