Goldman Sachs Call 247.83 CFR 20..../  DE000GP773N1  /

EUWAX
2024-06-07  10:19:07 AM Chg.0.000 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 247.83 CHF 2025-06-20 Call
 

Master data

WKN: GP773N
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 247.83 CHF
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 9.91:1
Exercise type: American
Quanto: No
Gearing: 87.41
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.31
Parity: -10.26
Time value: 0.18
Break-even: 257.67
Moneyness: 0.60
Premium: 0.67
Premium p.a.: 0.64
Spread abs.: 0.07
Spread %: 64.81%
Delta: 0.09
Theta: -0.01
Omega: 7.81
Rho: 0.12
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month  
+37.50%
3 Months
  -26.67%
YTD  
+74.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.110 0.078
6M High / 6M Low: 0.170 0.036
High (YTD): 2024-03-14 0.170
Low (YTD): 2024-01-17 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.07%
Volatility 6M:   144.31%
Volatility 1Y:   -
Volatility 3Y:   -