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Goldman Sachs Call 250 TRV 21.06..../  DE000GP79NB5  /

EUWAX
2024-06-17  11:05:41 AM Chg.- Bid9:00:04 AM Ask9:00:04 AM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -		 -
Ask Size: -		 The Travelers Compan... 250.00 - 2024-06-21 Call
 

Master data

WKN: GP79NB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-06-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 96.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.92
Historic volatility: 0.17
Parity: -5.77
Time value: 0.20
Break-even: 252.00
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 19,900.00%
Delta: 0.12
Theta: -0.94
Omega: 11.07
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.00%
1 Month
  -90.00%
3 Months
  -99.17%
YTD
  -95.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.250 0.001
High (YTD): 2024-04-09 0.250
Low (YTD): 2024-06-17 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   413.29%
Volatility 6M:   541.80%
Volatility 1Y:   -
Volatility 3Y:   -