OverviewChartNewsTraderScreen

Goldman Sachs Call 5 BOY 20.09.20.../  DE000GP1GXP9  /

EUWAX
2024-06-06  9:38:01 AM Chg.+0.09 Bid7:05:12 PM Ask7:05:12 PM Underlying Strike price Expiration date Option type
4.62EUR +1.99% 4.74
Bid Size: 5,000		 5.04
Ask Size: 5,000		 BCO BIL.VIZ.ARG.NOM.... 5.00 - 2024-09-20 Call
 

Master data

WKN: GP1GXP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.98
Leverage: Yes

Calculated values

Fair value: 4.60
Intrinsic value: 4.55
Implied volatility: 1.03
Historic volatility: 0.24
Parity: 4.55
Time value: 0.27
Break-even: 9.82
Moneyness: 1.91
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.32
Spread %: 7.11%
Delta: 0.93
Theta: 0.00
Omega: 1.84
Rho: 0.01
 

Quote data

Open: 4.62
High: 4.62
Low: 4.62
Previous Close: 4.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.85%
1 Month
  -6.29%
3 Months  
+0.22%
YTD  
+40.00%
1 Year  
+149.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.18 4.50
1M High / 1M Low: 5.40 4.50
6M High / 6M Low: 6.21 3.08
High (YTD): 2024-04-04 6.21
Low (YTD): 2024-01-19 3.08
52W High: 2024-04-04 6.21
52W Low: 2023-06-13 1.78
Avg. price 1W:   4.84
Avg. volume 1W:   0.00
Avg. price 1M:   5.00
Avg. volume 1M:   0.00
Avg. price 6M:   4.52
Avg. volume 6M:   0.00
Avg. price 1Y:   3.49
Avg. volume 1Y:   0.00
Volatility 1M:   70.97%
Volatility 6M:   58.11%
Volatility 1Y:   57.88%
Volatility 3Y:   -