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Goldman Sachs Call 12 PSM 20.06.2.../  DE000GP7S466  /

EUWAX
2024-05-21  9:46:13 AM Chg.-0.060 Bid10:22:47 AM Ask10:22:47 AM Underlying Strike price Expiration date Option type
0.490EUR -10.91% 0.470
Bid Size: 10,000		 0.570
Ask Size: 3,000		 PROSIEBENSAT.1 NA O... 12.00 EUR 2025-06-20 Call
 

Master data

WKN: GP7S46
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-12
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.12
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.45
Parity: -4.58
Time value: 0.61
Break-even: 12.61
Moneyness: 0.62
Premium: 0.70
Premium p.a.: 0.63
Spread abs.: 0.10
Spread %: 19.53%
Delta: 0.30
Theta: 0.00
Omega: 3.68
Rho: 0.02
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -3.92%
3 Months  
+81.48%
YTD  
+104.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.420
1M High / 1M Low: 0.590 0.420
6M High / 6M Low: 0.660 0.180
High (YTD): 2024-04-18 0.660
Low (YTD): 2024-02-08 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.501
Avg. volume 1M:   0.000
Avg. price 6M:   0.325
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.27%
Volatility 6M:   167.19%
Volatility 1Y:   -
Volatility 3Y:   -