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Goldman Sachs Call 40 FRE 20.06.2.../  DE000GP755T5  /

EUWAX
2024-06-12  10:42:48 AM Chg.-0.006 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.086EUR -6.52% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 40.00 - 2025-06-20 Call
 

Master data

WKN: GP755T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-06-20
Issue date: 2023-06-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.17
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -1.06
Time value: 0.13
Break-even: 41.27
Moneyness: 0.74
Premium: 0.40
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 30.93%
Delta: 0.26
Theta: 0.00
Omega: 5.92
Rho: 0.06
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.092
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.22%
1 Month  
+22.86%
3 Months  
+48.28%
YTD
  -21.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.074
1M High / 1M Low: 0.100 0.053
6M High / 6M Low: 0.140 0.038
High (YTD): 2024-01-05 0.130
Low (YTD): 2024-03-26 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.070
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.45%
Volatility 6M:   168.34%
Volatility 1Y:   -
Volatility 3Y:   -