OverviewChartNewsTraderScreen

Goldman Sachs Call 80 JBARF 20.06.../  DE000GP76YS2  /

EUWAX
2024-06-03  9:56:14 AM Chg.+0.005 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.067EUR +8.06% -
Bid Size: -		 -
Ask Size: -		 Julius Baer Group Lt... 80.00 - 2025-06-20 Call
 

Master data

WKN: GP76YS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Julius Baer Group Ltd.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.42
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.29
Parity: -2.50
Time value: 0.07
Break-even: 80.72
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 20.00%
Delta: 0.12
Theta: 0.00
Omega: 8.93
Rho: 0.06
 

Quote data

Open: 0.067
High: 0.067
Low: 0.067
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.84%
1 Month  
+36.73%
3 Months  
+318.75%
YTD  
+71.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.061
1M High / 1M Low: 0.084 0.046
6M High / 6M Low: 0.084 0.013
High (YTD): 2024-05-23 0.084
Low (YTD): 2024-02-28 0.013
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.037
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.62%
Volatility 6M:   198.31%
Volatility 1Y:   -
Volatility 3Y:   -