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Goldman Sachs Call 15 SGE 21.06.2.../  DE000GP1KFQ6  /

EUWAX
2024-06-03  10:24:58 AM Chg.-0.03 Bid1:01:51 PM Ask1:01:51 PM Underlying Strike price Expiration date Option type
1.22EUR -2.40% 1.24
Bid Size: 50,000		 1.25
Ask Size: 50,000		 STE GENERALE INH. EO... 15.00 - 2024-06-21 Call
 

Master data

WKN: GP1KFQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2023-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.12
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 1.24
Implied volatility: 2.17
Historic volatility: 0.23
Parity: 1.24
Time value: 0.05
Break-even: 27.90
Moneyness: 1.83
Premium: 0.02
Premium p.a.: 0.45
Spread abs.: 0.05
Spread %: 4.03%
Delta: 0.93
Theta: -0.05
Omega: 1.98
Rho: 0.01
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.27%
1 Month  
+1.67%
3 Months  
+52.50%
YTD  
+29.79%
1 Year  
+40.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 1.17
1M High / 1M Low: 1.27 0.92
6M High / 6M Low: 1.27 0.69
High (YTD): 2024-05-15 1.27
Low (YTD): 2024-02-15 0.69
52W High: 2024-05-15 1.27
52W Low: 2023-10-27 0.64
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   0.95
Avg. volume 6M:   0.00
Avg. price 1Y:   0.94
Avg. volume 1Y:   0.00
Volatility 1M:   103.70%
Volatility 6M:   63.28%
Volatility 1Y:   57.94%
Volatility 3Y:   -