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Goldman Sachs Call 5 BOY 20.09.20.../  DE000GP1GXP9  /

EUWAX
2024-06-03  9:54:48 AM Chg.+0.14 Bid11:41:44 AM Ask11:41:44 AM Underlying Strike price Expiration date Option type
5.18EUR +2.78% 5.11
Bid Size: 30,000		 5.13
Ask Size: 30,000		 BCO BIL.VIZ.ARG.NOM.... 5.00 - 2024-09-20 Call
 

Master data

WKN: GP1GXP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.86
Leverage: Yes

Calculated values

Fair value: 5.00
Intrinsic value: 4.94
Implied volatility: 1.23
Historic volatility: 0.24
Parity: 4.94
Time value: 0.41
Break-even: 10.35
Moneyness: 1.99
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.30
Spread %: 5.94%
Delta: 0.92
Theta: -0.01
Omega: 1.70
Rho: 0.01
 

Quote data

Open: 5.18
High: 5.18
Low: 5.18
Previous Close: 5.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.78%
1 Month  
+6.37%
3 Months  
+20.75%
YTD  
+56.97%
1 Year  
+187.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.14 4.96
1M High / 1M Low: 5.40 4.79
6M High / 6M Low: 6.21 3.08
High (YTD): 2024-04-04 6.21
Low (YTD): 2024-01-19 3.08
52W High: 2024-04-04 6.21
52W Low: 2023-06-13 1.78
Avg. price 1W:   5.03
Avg. volume 1W:   0.00
Avg. price 1M:   5.03
Avg. volume 1M:   0.00
Avg. price 6M:   4.50
Avg. volume 6M:   0.00
Avg. price 1Y:   3.47
Avg. volume 1Y:   0.00
Volatility 1M:   56.75%
Volatility 6M:   55.20%
Volatility 1Y:   56.60%
Volatility 3Y:   -