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Goldman Sachs Call 150 BLHEF 20.1.../  DE000GP2XAM7  /

EUWAX
2024-06-06  9:53:54 AM Chg.+0.06 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.27EUR +4.96% -
Bid Size: -		 -
Ask Size: -		 Baloise Holdings AG 150.00 - 2024-12-20 Call
 

Master data

WKN: GP2XAM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2023-04-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.86
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 0.89
Implied volatility: 0.12
Historic volatility: 0.18
Parity: 0.89
Time value: 0.45
Break-even: 163.40
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.19
Spread %: 16.52%
Delta: 0.81
Theta: -0.02
Omega: 9.64
Rho: 0.62
 

Quote data

Open: 1.27
High: 1.27
Low: 1.27
Previous Close: 1.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.63%
1 Month  
+130.91%
3 Months  
+159.18%
YTD  
+309.68%
1 Year  
+5.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 1.15
1M High / 1M Low: 1.24 0.54
6M High / 6M Low: 1.24 0.24
High (YTD): 2024-06-03 1.24
Low (YTD): 2024-04-05 0.24
52W High: 2024-06-03 1.24
52W Low: 2024-04-05 0.24
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   0.47
Avg. volume 6M:   0.00
Avg. price 1Y:   0.55
Avg. volume 1Y:   0.00
Volatility 1M:   118.21%
Volatility 6M:   141.34%
Volatility 1Y:   135.70%
Volatility 3Y:   -