Goldman Sachs Call 8 PSM 20.06.20.../  DE000GP79C66  /

EUWAX
2024-05-31  10:49:00 AM Chg.+0.27 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.35EUR +25.00% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 8.00 - 2025-06-20 Call
 

Master data

WKN: GP79C6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2025-06-20
Issue date: 2023-06-30
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.90
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.45
Parity: -0.41
Time value: 1.55
Break-even: 9.55
Moneyness: 0.95
Premium: 0.26
Premium p.a.: 0.24
Spread abs.: 0.34
Spread %: 28.10%
Delta: 0.60
Theta: 0.00
Omega: 2.92
Rho: 0.03
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.42%
1 Month
  -3.57%
3 Months  
+75.32%
YTD  
+136.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.08
1M High / 1M Low: 1.44 0.99
6M High / 6M Low: 1.75 0.45
High (YTD): 2024-04-18 1.75
Low (YTD): 2024-01-22 0.45
52W High: - -
52W Low: - -
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   0.89
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.74%
Volatility 6M:   175.10%
Volatility 1Y:   -
Volatility 3Y:   -