Goldman Sachs Call 6 PSM 20.06.20.../  DE000GG12CP8  /

EUWAX
31/05/2024  11:01:27 Chg.+0.32 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
2.29EUR +16.24% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 6.00 EUR 20/06/2025 Call
 

Master data

WKN: GG12CP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 20/06/2025
Issue date: 15/12/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 2.33
Intrinsic value: 1.60
Implied volatility: 0.57
Historic volatility: 0.45
Parity: 1.60
Time value: 1.01
Break-even: 8.60
Moneyness: 1.27
Premium: 0.13
Premium p.a.: 0.13
Spread abs.: 0.49
Spread %: 23.22%
Delta: 0.78
Theta: 0.00
Omega: 2.27
Rho: 0.03
 

Quote data

Open: 2.29
High: 2.29
Low: 2.29
Previous Close: 1.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.08%
1 Month
  -1.72%
3 Months  
+53.69%
YTD  
+112.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.29 1.97
1M High / 1M Low: 2.43 1.84
6M High / 6M Low: - -
High (YTD): 18/04/2024 2.77
Low (YTD): 08/02/2024 0.89
52W High: - -
52W Low: - -
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   2.18
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -