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Goldman Sachs Call 70 JBARF 20.12.../  DE000GP4J322  /

EUWAX
2024-05-31  10:22:43 AM Chg.+0.015 Bid2:55:20 PM Ask2:55:20 PM Underlying Strike price Expiration date Option type
0.076EUR +24.59% 0.076
Bid Size: 50,000		 0.086
Ask Size: 50,000		 Julius Baer Group Lt... 70.00 - 2024-12-20 Call
 

Master data

WKN: GP4J32
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Julius Baer Group Ltd.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.42
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.29
Parity: -1.55
Time value: 0.09
Break-even: 70.86
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 17.81%
Delta: 0.16
Theta: -0.01
Omega: 10.06
Rho: 0.04
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.43%
1 Month  
+52.00%
3 Months  
+204.00%
YTD  
+8.57%
1 Year
  -75.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.061
1M High / 1M Low: 0.085 0.049
6M High / 6M Low: 0.085 0.016
High (YTD): 2024-05-23 0.085
Low (YTD): 2024-03-07 0.016
52W High: 2023-07-28 0.530
52W Low: 2024-03-07 0.016
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.052
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   139.64%
Volatility 6M:   264.42%
Volatility 1Y:   220.71%
Volatility 3Y:   -