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

EUWAX
2024-05-17  10:41:44 AM Chg.-0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.840EUR -2.33% -
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: 15.84
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.05
Implied volatility: 0.16
Historic volatility: 0.18
Parity: 0.05
Time value: 0.90
Break-even: 159.50
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.11
Spread %: 13.10%
Delta: 0.61
Theta: -0.03
Omega: 9.61
Rho: 0.48
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.23%
1 Month  
+189.66%
3 Months  
+68.00%
YTD  
+170.97%
1 Year
  -32.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.670
1M High / 1M Low: 0.860 0.280
6M High / 6M Low: 0.860 0.240
High (YTD): 2024-05-16 0.860
Low (YTD): 2024-04-05 0.240
52W High: 2023-05-30 1.290
52W Low: 2024-04-05 0.240
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.518
Avg. volume 1M:   0.000
Avg. price 6M:   0.395
Avg. volume 6M:   0.000
Avg. price 1Y:   0.550
Avg. volume 1Y:   0.000
Volatility 1M:   190.81%
Volatility 6M:   142.06%
Volatility 1Y:   134.12%
Volatility 3Y:   -