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Goldman Sachs Call 60 JBARF 20.06.../  DE000GP76YG7  /

EUWAX
2024-06-03  9:56:13 AM Chg.+0.030 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.390EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 Julius Baer Group Lt... 60.00 - 2025-06-20 Call
 

Master data

WKN: GP76YG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Julius Baer Group Ltd.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.83
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.29
Parity: -0.50
Time value: 0.37
Break-even: 63.71
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 6.00%
Delta: 0.46
Theta: -0.01
Omega: 6.79
Rho: 0.22
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.36%
1 Month  
+30.00%
3 Months  
+178.57%
YTD  
+95.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.360
1M High / 1M Low: 0.460 0.300
6M High / 6M Low: 0.460 0.110
High (YTD): 2024-05-23 0.460
Low (YTD): 2024-02-28 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.222
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.83%
Volatility 6M:   183.61%
Volatility 1Y:   -
Volatility 3Y:   -