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Goldman Sachs Call 145 PRG 21.06..../  DE000GX8Z6E5  /

EUWAX
2024-05-31  10:21:11 AM Chg.+0.08 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.67EUR +5.03% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 145.00 - 2024-06-21 Call
 

Master data

WKN: GX8Z6E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-06-21
Issue date: 2022-09-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.82
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.67
Implied volatility: 0.97
Historic volatility: 0.12
Parity: 0.67
Time value: 1.05
Break-even: 162.20
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 2.40
Spread abs.: 0.05
Spread %: 2.99%
Delta: 0.63
Theta: -0.34
Omega: 5.52
Rho: 0.04
 

Quote data

Open: 1.67
High: 1.67
Low: 1.67
Previous Close: 1.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.23%
1 Month
  -0.60%
3 Months  
+8.44%
YTD  
+128.77%
1 Year  
+42.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.59
1M High / 1M Low: 2.22 1.59
6M High / 6M Low: 2.22 0.63
High (YTD): 2024-05-22 2.22
Low (YTD): 2024-01-05 0.81
52W High: 2024-05-22 2.22
52W Low: 2023-12-15 0.63
Avg. price 1W:   1.72
Avg. volume 1W:   0.00
Avg. price 1M:   1.97
Avg. volume 1M:   0.00
Avg. price 6M:   1.41
Avg. volume 6M:   0.00
Avg. price 1Y:   1.40
Avg. volume 1Y:   0.00
Volatility 1M:   74.78%
Volatility 6M:   139.73%
Volatility 1Y:   119.39%
Volatility 3Y:   -