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

EUWAX
2024-05-17  10:48:02 AM Chg.+0.080 Bid5:35:29 PM Ask5:35:29 PM Underlying Strike price Expiration date Option type
0.320EUR +33.33% 0.310
Bid Size: 10,000		 0.410
Ask Size: 2,000		 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: 22.30
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.44
Parity: -7.40
Time value: 0.34
Break-even: 15.34
Moneyness: 0.51
Premium: 1.02
Premium p.a.: 0.90
Spread abs.: 0.12
Spread %: 55.71%
Delta: 0.19
Theta: 0.00
Omega: 4.19
Rho: 0.01
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.00%
1 Month
  -15.79%
3 Months  
+60.00%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.200
1M High / 1M Low: 0.390 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:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.299
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.16%
Volatility 6M:   179.74%
Volatility 1Y:   -
Volatility 3Y:   -