Goldman Sachs Call 8 BOY 21.03.2025
/ DE000GP27M00
Goldman Sachs Call 8 BOY 21.03.20.../ DE000GP27M00 /
2024-04-30 6:44:13 PM |
Chg.-0.690 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.570EUR |
-21.17% |
- Bid Size: - |
- Ask Size: - |
BCO BIL.VIZ.ARG.NOM.... |
8.00 - |
2025-03-21 |
Call |
Master data
WKN: |
GP27M0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-04-05 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.29 |
Intrinsic value: |
1.94 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
1.94 |
Time value: |
0.61 |
Break-even: |
10.55 |
Moneyness: |
1.24 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.25 |
Spread %: |
10.87% |
Delta: |
0.82 |
Theta: |
0.00 |
Omega: |
3.20 |
Rho: |
0.05 |
Quote data
Open: |
3.060 |
High: |
3.060 |
Low: |
2.570 |
Previous Close: |
3.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+76.03% |
YTD |
|
|
+162.24% |
1 Year |
|
|
+526.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
3.260 |
0.790 |
High (YTD): |
2024-04-29 |
3.260 |
Low (YTD): |
2024-01-29 |
0.790 |
52W High: |
2024-04-29 |
3.260 |
52W Low: |
2023-06-01 |
0.410 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
1.817 |
Avg. volume 6M: |
|
43.750 |
Avg. price 1Y: |
|
1.145 |
Avg. volume 1Y: |
|
16.990 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
92.83% |
Volatility 1Y: |
|
99.60% |
Volatility 3Y: |
|
- |