OverviewChartNewsTraderScreen

Goldman Sachs Call 3000 PCE1 21.0.../  DE000GP45064  /

EUWAX
2024-05-24  10:13:42 AM Chg.-0.59 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
7.25EUR -7.53% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 3,000.00 - 2024-06-21 Call
 

Master data

WKN: GP4506
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 3,000.00 -
Maturity: 2024-06-21
Issue date: 2023-05-23
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 4.81
Intrinsic value: 4.71
Implied volatility: 1.26
Historic volatility: 0.24
Parity: 4.71
Time value: 2.55
Break-even: 3,726.00
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 1.52
Spread abs.: 0.20
Spread %: 2.83%
Delta: 0.73
Theta: -7.37
Omega: 3.47
Rho: 1.38
 

Quote data

Open: 7.25
High: 7.25
Low: 7.25
Previous Close: 7.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.62%
1 Month  
+33.03%
3 Months  
+15.26%
YTD  
+14.72%
1 Year  
+208.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.84 6.80
1M High / 1M Low: 7.84 4.46
6M High / 6M Low: 8.18 3.38
High (YTD): 2024-02-22 8.18
Low (YTD): 2024-05-02 4.46
52W High: 2024-02-22 8.18
52W Low: 2023-05-31 1.78
Avg. price 1W:   7.27
Avg. volume 1W:   0.00
Avg. price 1M:   6.32
Avg. volume 1M:   0.00
Avg. price 6M:   5.87
Avg. volume 6M:   0.00
Avg. price 1Y:   4.59
Avg. volume 1Y:   3.70
Volatility 1M:   125.98%
Volatility 6M:   105.73%
Volatility 1Y:   117.93%
Volatility 3Y:   -