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Goldman Sachs Call 45 PHM7 21.06..../  DE000GP76YW4  /

EUWAX
2024-05-29  10:30:12 AM Chg.-0.006 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.076EUR -7.32% -
Bid Size: -		 -
Ask Size: -		 ALTRIA GRP INC. DL... 45.00 - 2024-06-21 Call
 

Master data

WKN: GP76YW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALTRIA GRP INC. DL-,333
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2023-06-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.17
Parity: -0.31
Time value: 0.09
Break-even: 45.86
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 3.17
Spread abs.: 0.01
Spread %: 6.17%
Delta: 0.30
Theta: -0.04
Omega: 14.46
Rho: 0.01
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.082
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.33%
1 Month  
+80.95%
3 Months  
+347.06%
YTD  
+145.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.080
1M High / 1M Low: 0.150 0.027
6M High / 6M Low: 0.150 0.012
High (YTD): 2024-05-23 0.150
Low (YTD): 2024-03-05 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.046
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   351.26%
Volatility 6M:   317.08%
Volatility 1Y:   -
Volatility 3Y:   -