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Goldman Sachs Call 300 HDI 21.06..../  DE000GP44WA2  /

EUWAX
19/06/2024  10:35:13 Chg.+0.44 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
5.07EUR +9.50% -
Bid Size: -		 -
Ask Size: -		 HOME DEPOT INC. D... 300.00 - 21/06/2024 Call
 

Master data

WKN: GP44WA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HOME DEPOT INC. DL-,05
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 21/06/2024
Issue date: 23/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.42
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 2.95
Implied volatility: 3.73
Historic volatility: 0.17
Parity: 2.95
Time value: 2.18
Break-even: 351.30
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 1.99%
Delta: 0.68
Theta: -8.10
Omega: 4.39
Rho: 0.01
 

Quote data

Open: 5.07
High: 5.07
Low: 5.07
Previous Close: 4.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+29.34%
3 Months
  -28.49%
YTD
  -1.74%
1 Year  
+70.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.63 3.38
1M High / 1M Low: 4.63 2.36
6M High / 6M Low: 9.14 2.36
High (YTD): 22/03/2024 9.14
Low (YTD): 27/05/2024 2.36
52W High: 22/03/2024 9.14
52W Low: 27/10/2023 1.35
Avg. price 1W:   4.17
Avg. volume 1W:   0.00
Avg. price 1M:   3.18
Avg. volume 1M:   0.00
Avg. price 6M:   5.29
Avg. volume 6M:   0.00
Avg. price 1Y:   4.31
Avg. volume 1Y:   0.00
Volatility 1M:   192.43%
Volatility 6M:   123.91%
Volatility 1Y:   126.50%
Volatility 3Y:   -