Goldman Sachs Call 250 DAP 21.06..../  DE000GP6BPC3  /

EUWAX
2024-06-18  11:05:28 AM Chg.-0.12 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
3.50EUR -3.31% -
Bid Size: -
-
Ask Size: -
DANAHER CORP. D... 250.00 - 2024-06-21 Call
 

Master data

WKN: GP6BPC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DANAHER CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-06-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 4.87
Historic volatility: 0.21
Parity: -1.34
Time value: 3.62
Break-even: 286.20
Moneyness: 0.95
Premium: 0.21
Premium p.a.: 0.00
Spread abs.: 0.13
Spread %: 3.72%
Delta: 0.54
Theta: -6.93
Omega: 3.52
Rho: 0.01
 

Quote data

Open: 3.50
High: 3.50
Low: 3.50
Previous Close: 3.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -23.58%
3 Months  
+4.48%
YTD  
+40.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.48 3.50
1M High / 1M Low: 4.85 3.31
6M High / 6M Low: 4.85 1.70
High (YTD): 2024-05-23 4.85
Low (YTD): 2024-01-17 1.70
52W High: - -
52W Low: - -
Avg. price 1W:   3.88
Avg. volume 1W:   0.00
Avg. price 1M:   4.20
Avg. volume 1M:   0.00
Avg. price 6M:   3.14
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.97%
Volatility 6M:   168.63%
Volatility 1Y:   -
Volatility 3Y:   -