Goldman Sachs Call 8 BOY 21.03.20.../  DE000GP27M00  /

Frankfurt Zert./GS
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:   -