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Goldman Sachs Call 140 TII 21.06..../  DE000GP4D4B2  /

EUWAX
2024-06-07  9:05:56 AM Chg.+0.04 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
5.26EUR +0.77% -
Bid Size: -		 -
Ask Size: -		 TEXAS INSTR. ... 140.00 - 2024-06-21 Call
 

Master data

WKN: GP4D4B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TEXAS INSTR. DL 1
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2023-05-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.38
Leverage: Yes

Calculated values

Fair value: 4.04
Intrinsic value: 4.02
Implied volatility: 2.33
Historic volatility: 0.21
Parity: 4.02
Time value: 1.31
Break-even: 193.30
Moneyness: 1.29
Premium: 0.07
Premium p.a.: 5.26
Spread abs.: 0.10
Spread %: 1.91%
Delta: 0.78
Theta: -0.87
Omega: 2.65
Rho: 0.03
 

Quote data

Open: 5.26
High: 5.26
Low: 5.26
Previous Close: 5.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.14%
1 Month  
+39.89%
3 Months  
+73.03%
YTD  
+64.38%
1 Year  
+37.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.27 4.94
1M High / 1M Low: 5.90 3.76
6M High / 6M Low: 5.90 2.09
High (YTD): 2024-05-23 5.90
Low (YTD): 2024-02-14 2.09
52W High: 2024-05-23 5.90
52W Low: 2023-10-25 1.37
Avg. price 1W:   5.10
Avg. volume 1W:   0.00
Avg. price 1M:   4.98
Avg. volume 1M:   0.00
Avg. price 6M:   3.20
Avg. volume 6M:   0.00
Avg. price 1Y:   3.09
Avg. volume 1Y:   0.00
Volatility 1M:   71.03%
Volatility 6M:   130.30%
Volatility 1Y:   114.16%
Volatility 3Y:   -