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

EUWAX
2024-06-07  10:06:42 AM Chg.+0.21 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
2.18EUR +10.66% -
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: 7.26
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.97
Implied volatility: 1.41
Historic volatility: 0.12
Parity: 0.97
Time value: 1.16
Break-even: 166.30
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 6.67
Spread abs.: 0.07
Spread %: 3.40%
Delta: 0.65
Theta: -0.60
Omega: 4.71
Rho: 0.03
 

Quote data

Open: 2.18
High: 2.18
Low: 2.18
Previous Close: 1.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.54%
1 Month  
+7.39%
3 Months  
+32.93%
YTD  
+198.63%
1 Year  
+70.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.18 1.84
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:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.99
Avg. volume 1M:   0.00
Avg. price 6M:   1.45
Avg. volume 6M:   0.00
Avg. price 1Y:   1.42
Avg. volume 1Y:   0.00
Volatility 1M:   91.29%
Volatility 6M:   134.34%
Volatility 1Y:   119.54%
Volatility 3Y:   -