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

EUWAX
06/06/2024  10:03:02 Chg.- Bid09:49:49 Ask09:49:49 Underlying Strike price Expiration date Option type
1.36EUR - 1.28
Bid Size: 3,000
1.38
Ask Size: 300
PROSIEBENSAT.1 NA O... 8.00 - 20/06/2025 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: 20/06/2025
Issue date: 30/06/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.04
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.45
Parity: -0.55
Time value: 1.48
Break-even: 9.48
Moneyness: 0.93
Premium: 0.27
Premium p.a.: 0.26
Spread abs.: 0.22
Spread %: 17.46%
Delta: 0.58
Theta: 0.00
Omega: 2.93
Rho: 0.03
 

Quote data

Open: 1.36
High: 1.36
Low: 1.36
Previous Close: 1.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.74%
1 Month  
+10.57%
3 Months  
+63.86%
YTD  
+138.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.51 1.35
1M High / 1M Low: 1.51 0.99
6M High / 6M Low: 1.75 0.45
High (YTD): 18/04/2024 1.75
Low (YTD): 22/01/2024 0.45
52W High: - -
52W Low: - -
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   0.92
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.85%
Volatility 6M:   175.76%
Volatility 1Y:   -
Volatility 3Y:   -