Goldman Sachs Call 10 BOY 21.03.2.../  DE000GP1H1Z6  /

Frankfurt Zert./GS
2024-04-30  6:30:13 PM Chg.-0.540 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
1.210EUR -30.86% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 10.00 - 2025-03-21 Call
 

Master data

WKN: GP1H1Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.04
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -0.06
Time value: 1.10
Break-even: 11.10
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.13
Spread %: 13.40%
Delta: 0.59
Theta: 0.00
Omega: 5.31
Rho: 0.04
 

Quote data

Open: 1.590
High: 1.590
Low: 1.210
Previous Close: 1.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+128.30%
YTD  
+266.67%
1 Year  
+706.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 1.750 0.230
High (YTD): 2024-04-29 1.750
Low (YTD): 2024-01-29 0.230
52W High: 2024-04-29 1.750
52W Low: 2023-06-13 0.140
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.804
Avg. volume 6M:   0.000
Avg. price 1Y:   0.473
Avg. volume 1Y:   347.573
Volatility 1M:   -
Volatility 6M:   133.96%
Volatility 1Y:   132.12%
Volatility 3Y:   -