Goldman Sachs Call 24 A1G 17.01.2.../  DE000GP2L7E1  /

EUWAX
2024-06-06  9:12:23 AM Chg.0.000 Bid10:15:28 AM Ask10:15:28 AM Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.005
Bid Size: 100,000
0.010
Ask Size: 100,000
AMERICAN AIRLINES GR... 24.00 - 2025-01-17 Call
 

Master data

WKN: GP2L7E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMERICAN AIRLINES GRP
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 106.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.35
Parity: -1.33
Time value: 0.01
Break-even: 24.10
Moneyness: 0.45
Premium: 1.26
Premium p.a.: 2.74
Spread abs.: 0.01
Spread %: 100.00%
Delta: 0.06
Theta: 0.00
Omega: 6.22
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -66.67%
3 Months
  -85.19%
YTD
  -86.21%
1 Year
  -96.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.004
1M High / 1M Low: 0.024 0.004
6M High / 6M Low: 0.043 0.004
High (YTD): 2024-01-25 0.043
Low (YTD): 2024-06-05 0.004
52W High: 2023-07-11 0.210
52W Low: 2024-06-05 0.004
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.049
Avg. volume 1Y:   0.000
Volatility 1M:   300.81%
Volatility 6M:   232.74%
Volatility 1Y:   186.32%
Volatility 3Y:   -