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Goldman Sachs Call 5 BOY 21.06.20.../  DE000GP1H0A1  /

EUWAX
2024-06-03  9:54:49 AM Chg.+0.13 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
5.10EUR +2.62% 5.10
Bid Size: 30,000		 5.12
Ask Size: 30,000		 BCO BIL.VIZ.ARG.NOM.... 5.00 - 2024-06-21 Call
 

Master data

WKN: GP1H0A
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: 2024-06-21
Issue date: 2023-03-30
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.88
Leverage: Yes

Calculated values

Fair value: 4.95
Intrinsic value: 4.94
Implied volatility: 2.96
Historic volatility: 0.24
Parity: 4.94
Time value: 0.35
Break-even: 10.29
Moneyness: 1.99
Premium: 0.04
Premium p.a.: 1.02
Spread abs.: 0.36
Spread %: 7.30%
Delta: 0.92
Theta: -0.03
Omega: 1.72
Rho: 0.00
 

Quote data

Open: 5.10
High: 5.10
Low: 5.10
Previous Close: 4.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.19%
1 Month  
+6.47%
3 Months  
+18.88%
YTD  
+54.55%
1 Year  
+188.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.04 4.89
1M High / 1M Low: 5.34 4.73
6M High / 6M Low: 6.21 3.07
High (YTD): 2024-04-04 6.21
Low (YTD): 2024-01-19 3.07
52W High: 2024-04-04 6.21
52W Low: 2023-06-13 1.74
Avg. price 1W:   4.95
Avg. volume 1W:   0.00
Avg. price 1M:   4.96
Avg. volume 1M:   0.00
Avg. price 6M:   4.47
Avg. volume 6M:   0.00
Avg. price 1Y:   3.44
Avg. volume 1Y:   0.00
Volatility 1M:   57.48%
Volatility 6M:   55.81%
Volatility 1Y:   57.67%
Volatility 3Y:   -