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Goldman Sachs Call 300 MUV2 20.06.../  DE000GP752G9  /

EUWAX
2024-06-07  9:56:58 AM Chg.-0.06 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
17.28EUR -0.35% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 300.00 EUR 2025-06-20 Call
 

Master data

WKN: GP752G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 300.00 EUR
Maturity: 2025-06-20
Issue date: 2023-06-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.59
Leverage: Yes

Calculated values

Fair value: 17.33
Intrinsic value: 16.20
Implied volatility: 0.34
Historic volatility: 0.17
Parity: 16.20
Time value: 1.65
Break-even: 478.50
Moneyness: 1.54
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.20
Spread %: 1.13%
Delta: 0.94
Theta: -0.05
Omega: 2.42
Rho: 2.62
 

Quote data

Open: 17.28
High: 17.28
Low: 17.28
Previous Close: 17.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.12%
1 Month  
+22.64%
3 Months  
+20.50%
YTD  
+95.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.56 16.85
1M High / 1M Low: 17.74 14.09
6M High / 6M Low: 17.74 8.76
High (YTD): 2024-05-23 17.74
Low (YTD): 2024-01-11 8.76
52W High: - -
52W Low: - -
Avg. price 1W:   17.20
Avg. volume 1W:   0.00
Avg. price 1M:   16.86
Avg. volume 1M:   0.00
Avg. price 6M:   12.76
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.69%
Volatility 6M:   60.09%
Volatility 1Y:   -
Volatility 3Y:   -