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Goldman Sachs Call 40 CIS 17.01.2.../  DE000GP36U66  /

EUWAX
2024-06-21  10:50:27 AM Chg.+0.060 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.740EUR +8.82% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 40.00 - 2025-01-17 Call
 

Master data

WKN: GP36U6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.53
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.42
Implied volatility: 0.41
Historic volatility: 0.17
Parity: 0.42
Time value: 0.38
Break-even: 48.00
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.71
Theta: -0.01
Omega: 3.91
Rho: 0.13
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.46%
1 Month
  -2.63%
3 Months
  -28.16%
YTD
  -32.11%
1 Year
  -39.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.650
1M High / 1M Low: 0.800 0.630
6M High / 6M Low: 1.270 0.630
High (YTD): 2024-01-25 1.270
Low (YTD): 2024-06-14 0.630
52W High: 2023-09-04 1.840
52W Low: 2024-06-14 0.630
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.700
Avg. volume 1M:   0.000
Avg. price 6M:   0.956
Avg. volume 6M:   8.328
Avg. price 1Y:   1.167
Avg. volume 1Y:   16.727
Volatility 1M:   86.83%
Volatility 6M:   85.47%
Volatility 1Y:   78.65%
Volatility 3Y:   -