OverviewChartNewsTraderScreen

Goldman Sachs Call 2520 PLD 04.12.../  DE000GX5VBE9  /

EUWAX
5/21/2024  12:23:36 PM Chg.-0.004 Bid7:29:55 PM Ask7:29:55 PM Underlying Strike price Expiration date Option type
0.042EUR -8.70% 0.044
Bid Size: 30,000		 0.074
Ask Size: 30,000		 PALLADIUM (Fixing) 2,520.00 - 12/4/2024 Call
 

Master data

WKN: GX5VBE
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: PALLADIUM (Fixing)
Type: Warrant
Option type: Call
Strike price: 2,520.00 -
Maturity: 12/4/2024
Issue date: 5/8/2023
Last trading day: 12/3/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 124.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.32
Parity: -15.75
Time value: 0.08
Break-even: 2,527.60
Moneyness: 0.38
Premium: 1.67
Premium p.a.: 5.18
Spread abs.: 0.03
Spread %: 65.22%
Delta: 0.05
Theta: -0.12
Omega: 5.78
Rho: 0.20
 

Quote data

Open: 0.041
High: 0.042
Low: 0.041
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month
  -40.00%
3 Months
  -47.50%
YTD
  -80.91%
1 Year
  -97.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.038
1M High / 1M Low: 0.070 0.031
6M High / 6M Low: 0.320 0.031
High (YTD): 1/3/2024 0.190
Low (YTD): 5/13/2024 0.031
52W High: 5/22/2023 1.360
52W Low: 5/13/2024 0.031
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.348
Avg. volume 1Y:   0.000
Volatility 1M:   192.79%
Volatility 6M:   187.96%
Volatility 1Y:   147.33%
Volatility 3Y:   -