OverviewChartNewsTraderScreen

Goldman Sachs Call 250 SIE 20.06..../  DE000GP74ZC8  /

EUWAX
28/05/2024  16:12:53 Chg.-0.010 Bid17:35:09 Ask17:35:09 Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.210
Bid Size: 10,000		 0.280
Ask Size: 3,000		 SIEMENS AG NA O.N. 250.00 - 20/06/2025 Call
 

Master data

WKN: GP74ZC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 20/06/2025
Issue date: 28/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 61.70
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -7.11
Time value: 0.29
Break-even: 252.90
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.38
Spread abs.: 0.07
Spread %: 31.82%
Delta: 0.14
Theta: -0.02
Omega: 8.79
Rho: 0.24
 

Quote data

Open: 0.220
High: 0.220
Low: 0.210
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -16.00%
3 Months
  -34.38%
YTD
  -16.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.360 0.180
6M High / 6M Low: 0.450 0.110
High (YTD): 18/03/2024 0.450
Low (YTD): 17/01/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.22%
Volatility 6M:   185.59%
Volatility 1Y:   -
Volatility 3Y:   -