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

EUWAX
5/21/2024  10:48:27 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 The Travelers Compan... 250.00 - 6/21/2024 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: 6/21/2024
Issue date: 6/30/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 187.28
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.17
Parity: -5.15
Time value: 0.11
Break-even: 251.06
Moneyness: 0.79
Premium: 0.26
Premium p.a.: 14.87
Spread abs.: 0.10
Spread %: 1,666.67%
Delta: 0.08
Theta: -0.08
Omega: 15.17
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -92.31%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.020 0.003
6M High / 6M Low: 0.250 0.003
High (YTD): 4/9/2024 0.250
Low (YTD): 5/7/2024 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.068
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   732.94%
Volatility 6M:   549.42%
Volatility 1Y:   -
Volatility 3Y:   -