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Goldman Sachs Call 10 PSM 20.06.2.../  DE000GQ70BH4  /

EUWAX
2024-05-20  10:46:26 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.820EUR -1.20% -
Bid Size: -		 -
Ask Size: -		 PROSIEBENSAT.1 NA O... 10.00 EUR 2025-06-20 Call
 

Master data

WKN: GQ70BH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2025-06-20
Issue date: 2023-10-09
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.76
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.45
Parity: -2.47
Time value: 0.97
Break-even: 10.97
Moneyness: 0.75
Premium: 0.46
Premium p.a.: 0.41
Spread abs.: 0.15
Spread %: 18.29%
Delta: 0.43
Theta: 0.00
Omega: 3.34
Rho: 0.02
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.26%
1 Month  
+5.13%
3 Months  
+105.00%
YTD  
+134.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.620
1M High / 1M Low: 0.970 0.620
6M High / 6M Low: 1.030 0.280
High (YTD): 2024-04-18 1.030
Low (YTD): 2024-01-16 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.776
Avg. volume 1W:   0.000
Avg. price 1M:   0.809
Avg. volume 1M:   0.000
Avg. price 6M:   0.505
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.51%
Volatility 6M:   162.37%
Volatility 1Y:   -
Volatility 3Y:   -