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Goldman Sachs Call 15 PSM 20.06.2.../  DE000GP79GN4  /

EUWAX
2024-05-31  10:49:24 AM Chg.+0.090 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.320EUR +39.13% -
Bid Size: -		 -
Ask Size: -		 PROSIEBENSAT.1 NA O... 15.00 - 2025-06-20 Call
 

Master data

WKN: GP79GN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2025-06-20
Issue date: 2023-06-30
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.66
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.45
Parity: -7.41
Time value: 0.41
Break-even: 15.41
Moneyness: 0.51
Premium: 1.03
Premium p.a.: 0.96
Spread abs.: 0.12
Spread %: 42.31%
Delta: 0.21
Theta: 0.00
Omega: 3.91
Rho: 0.01
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+3.23%
3 Months  
+77.78%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.230
1M High / 1M Low: 0.320 0.200
6M High / 6M Low: 0.390 0.110
High (YTD): 2024-04-18 0.390
Low (YTD): 2024-01-22 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   317.38%
Volatility 6M:   191.05%
Volatility 1Y:   -
Volatility 3Y:   -