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Goldman Sachs Call 200 TRV 21.06..../  DE000GP79NF6  /

EUWAX
6/18/2024  9:18:15 AM Chg.+0.240 Bid11:04:05 AM Ask11:04:05 AM Underlying Strike price Expiration date Option type
0.820EUR +41.38% 0.790
Bid Size: 5,000		 0.990
Ask Size: 2,000		 The Travelers Compan... 200.00 - 6/21/2024 Call
 

Master data

WKN: GP79NF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 6/21/2024
Issue date: 6/30/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.75
Historic volatility: 0.17
Parity: -0.62
Time value: 0.96
Break-even: 209.60
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 26.32%
Delta: 0.45
Theta: -2.04
Omega: 9.15
Rho: 0.01
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.40%
1 Month
  -55.19%
3 Months
  -65.55%
YTD  
+36.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 0.580
1M High / 1M Low: 1.910 0.580
6M High / 6M Low: 3.140 0.400
High (YTD): 4/9/2024 3.140
Low (YTD): 6/17/2024 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   1.139
Avg. volume 1M:   0.000
Avg. price 6M:   1.705
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.52%
Volatility 6M:   227.61%
Volatility 1Y:   -
Volatility 3Y:   -