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Goldman Sachs Call 20 INN1 20.12..../  DE000GP452T9  /

EUWAX
2024-06-10  9:36:41 AM Chg.-0.040 Bid10:57:32 AM Ask10:57:32 AM Underlying Strike price Expiration date Option type
0.160EUR -20.00% 0.170
Bid Size: 10,000		 0.220
Ask Size: 10,000		 ING GROEP NV EO... 20.00 - 2024-12-20 Call
 

Master data

WKN: GP452T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-05-23
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 50.26
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -3.61
Time value: 0.33
Break-even: 20.33
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.50
Spread abs.: 0.15
Spread %: 85.23%
Delta: 0.20
Theta: 0.00
Omega: 10.13
Rho: 0.02
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -11.11%
3 Months  
+700.00%
YTD  
+166.67%
1 Year  
+33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.230 0.160
6M High / 6M Low: 0.230 0.010
High (YTD): 2024-05-22 0.230
Low (YTD): 2024-03-07 0.010
52W High: 2024-05-22 0.230
52W Low: 2024-03-07 0.010
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   0.095
Avg. volume 1Y:   0.000
Volatility 1M:   195.59%
Volatility 6M:   362.13%
Volatility 1Y:   274.83%
Volatility 3Y:   -