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

EUWAX
2024-05-31  9:26:45 AM Chg.+0.07 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
5.10EUR +1.39% -
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: 3.35
Leverage: Yes

Calculated values

Fair value: 4.00
Intrinsic value: 3.98
Implied volatility: 1.99
Historic volatility: 0.22
Parity: 3.98
Time value: 1.38
Break-even: 193.60
Moneyness: 1.28
Premium: 0.08
Premium p.a.: 2.87
Spread abs.: 0.30
Spread %: 5.93%
Delta: 0.78
Theta: -0.63
Omega: 2.62
Rho: 0.05
 

Quote data

Open: 5.10
High: 5.10
Low: 5.10
Previous Close: 5.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.08%
1 Month  
+37.84%
3 Months  
+82.14%
YTD  
+59.38%
1 Year  
+23.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.57 5.03
1M High / 1M Low: 5.90 3.34
6M High / 6M Low: 5.90 2.01
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:   5.32
Avg. volume 1W:   0.00
Avg. price 1M:   4.75
Avg. volume 1M:   0.00
Avg. price 6M:   3.10
Avg. volume 6M:   0.00
Avg. price 1Y:   3.08
Avg. volume 1Y:   0.00
Volatility 1M:   68.14%
Volatility 6M:   130.43%
Volatility 1Y:   114.33%
Volatility 3Y:   -