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Goldman Sachs Call 140 BLHEF 21.0.../  DE000GP2Z546  /

EUWAX
2024-05-17  9:06:14 AM Chg.-0.02 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.00EUR -1.96% -
Bid Size: -		 -
Ask Size: -		 Baloise Holdings AG 140.00 - 2024-06-21 Call
 

Master data

WKN: GP2Z54
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2023-04-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.20
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 1.05
Implied volatility: 0.19
Historic volatility: 0.18
Parity: 1.05
Time value: 0.09
Break-even: 151.40
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.17
Spread %: 17.53%
Delta: 0.91
Theta: -0.04
Omega: 11.96
Rho: 0.12
 

Quote data

Open: 1.00
High: 1.00
Low: 1.00
Previous Close: 1.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.85%
1 Month  
+354.55%
3 Months  
+26.58%
YTD  
+212.50%
1 Year
  -24.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.02 0.70
1M High / 1M Low: 1.02 0.16
6M High / 6M Low: 1.02 0.16
High (YTD): 2024-05-16 1.02
Low (YTD): 2024-04-25 0.16
52W High: 2023-05-30 1.55
52W Low: 2024-04-25 0.16
Avg. price 1W:   0.85
Avg. volume 1W:   0.00
Avg. price 1M:   0.48
Avg. volume 1M:   0.00
Avg. price 6M:   0.46
Avg. volume 6M:   0.00
Avg. price 1Y:   0.63
Avg. volume 1Y:   0.00
Volatility 1M:   485.62%
Volatility 6M:   273.55%
Volatility 1Y:   216.88%
Volatility 3Y:   -