Goldman Sachs Call 14 PSM 20.06.2.../  DE000GP7JZG4  /

EUWAX
2024-06-07  10:34:02 AM Chg.-0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.340EUR -5.56% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 14.00 EUR 2025-06-20 Call
 

Master data

WKN: GP7JZG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-06
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.79
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.45
Parity: -6.55
Time value: 0.44
Break-even: 14.44
Moneyness: 0.53
Premium: 0.94
Premium p.a.: 0.89
Spread abs.: 0.11
Spread %: 30.97%
Delta: 0.23
Theta: 0.00
Omega: 3.86
Rho: 0.01
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.11%
1 Month
  -5.56%
3 Months  
+61.90%
YTD  
+88.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.360
1M High / 1M Low: 0.410 0.300
6M High / 6M Low: 0.460 0.130
High (YTD): 2024-04-18 0.460
Low (YTD): 2024-01-22 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.53%
Volatility 6M:   153.66%
Volatility 1Y:   -
Volatility 3Y:   -