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

EUWAX
6/13/2024  10:47:57 AM Chg.-0.02 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.13EUR -1.74% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 8.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/30/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.44
Parity: -0.72
Time value: 1.34
Break-even: 9.34
Moneyness: 0.91
Premium: 0.28
Premium p.a.: 0.28
Spread abs.: 0.20
Spread %: 17.54%
Delta: 0.56
Theta: 0.00
Omega: 3.04
Rho: 0.03
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.91%
1 Month
  -13.08%
3 Months  
+26.97%
YTD  
+98.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.36 1.12
1M High / 1M Low: 1.51 0.99
6M High / 6M Low: 1.75 0.45
High (YTD): 4/18/2024 1.75
Low (YTD): 1/22/2024 0.45
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.27
Avg. volume 1M:   0.00
Avg. price 6M:   0.93
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.51%
Volatility 6M:   176.82%
Volatility 1Y:   -
Volatility 3Y:   -