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Goldman Sachs Call 80 JBARF 20.12.../  DE000GP4FRZ6  /

EUWAX
2024-06-03  11:38:42 AM Chg.+0.002 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.025EUR +8.70% -
Bid Size: -		 -
Ask Size: -		 Julius Baer Group Lt... 80.00 - 2024-12-20 Call
 

Master data

WKN: GP4FRZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Julius Baer Group Ltd.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-05-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 161.82
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.29
Parity: -2.50
Time value: 0.03
Break-even: 80.34
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 1.00
Spread abs.: 0.01
Spread %: 54.55%
Delta: 0.07
Theta: 0.00
Omega: 11.13
Rho: 0.02
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+56.25%
3 Months  
+212.50%
YTD
  -24.24%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.019
1M High / 1M Low: 0.023 0.015
6M High / 6M Low: 0.040 0.003
High (YTD): 2024-01-02 0.040
Low (YTD): 2024-03-07 0.003
52W High: 2023-07-28 0.260
52W Low: 2024-03-07 0.003
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.019
Avg. volume 6M:   0.000
Avg. price 1Y:   0.078
Avg. volume 1Y:   0.000
Volatility 1M:   179.11%
Volatility 6M:   343.15%
Volatility 1Y:   281.02%
Volatility 3Y:   -