OverviewChartNewsTraderScreen

Goldman Sachs Call 55 FRA 21.06.2.../  DE000GQ58T95  /

EUWAX
2024-06-10  5:13:06 PM Chg.-0.026 Bid5:20:42 PM Ask5:20:42 PM Underlying Strike price Expiration date Option type
0.034EUR -43.33% 0.034
Bid Size: 20,000		 0.054
Ask Size: 20,000		 FRAPORT AG FFM.AIRPO... 55.00 - 2024-06-21 Call
 

Master data

WKN: GQ58T9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-06-21
Issue date: 2023-09-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.74
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -0.11
Time value: 0.11
Break-even: 56.13
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 2.72
Spread abs.: 0.05
Spread %: 79.37%
Delta: 0.42
Theta: -0.07
Omega: 19.83
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.042
Low: 0.034
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.22%
1 Month  
+54.55%
3 Months
  -86.40%
YTD
  -93.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.060
1M High / 1M Low: 0.090 0.022
6M High / 6M Low: 0.720 0.022
High (YTD): 2024-01-10 0.560
Low (YTD): 2024-05-24 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   550.13%
Volatility 6M:   289.29%
Volatility 1Y:   -
Volatility 3Y:   -