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Goldman Sachs Call 8 BOY 21.03.20.../  DE000GP27M00  /

EUWAX
2024-06-13  9:47:01 AM Chg.-0.10 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.79EUR -5.29% -
Bid Size: -		 -
Ask Size: -		 BCO BIL.VIZ.ARG.NOM.... 8.00 - 2025-03-21 Call
 

Master data

WKN: GP27M0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2025-03-21
Issue date: 2023-04-05
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.34
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 1.34
Time value: 0.77
Break-even: 10.11
Moneyness: 1.17
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.15
Spread %: 7.65%
Delta: 0.76
Theta: 0.00
Omega: 3.36
Rho: 0.04
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.74%
1 Month
  -17.13%
3 Months
  -27.53%
YTD  
+84.54%
1 Year  
+250.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.15 1.79
1M High / 1M Low: 2.52 1.79
6M High / 6M Low: 3.20 0.79
High (YTD): 2024-04-04 3.20
Low (YTD): 2024-01-25 0.79
52W High: 2024-04-04 3.20
52W Low: 2023-09-08 0.50
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   2.24
Avg. volume 1M:   0.00
Avg. price 6M:   1.95
Avg. volume 6M:   0.00
Avg. price 1Y:   1.33
Avg. volume 1Y:   23.14
Volatility 1M:   105.19%
Volatility 6M:   109.08%
Volatility 1Y:   103.00%
Volatility 3Y:   -