OverviewChartNewsTraderScreen

Goldman Sachs Call 16 ABR 21.06.2.../  DE000GP47M48  /

EUWAX
2024-05-31  9:38:18 AM Chg.+0.200 Bid6:36:40 PM Ask6:36:40 PM Underlying Strike price Expiration date Option type
1.150EUR +21.05% 1.080
Bid Size: 30,000		 1.100
Ask Size: 30,000		 BARRICK GOLD CORP. 16.00 - 2024-06-21 Call
 

Master data

WKN: GP47M4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BARRICK GOLD CORP.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-06-21
Issue date: 2023-05-24
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 13.86
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.27
Parity: -0.20
Time value: 1.14
Break-even: 17.14
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 3.13
Spread abs.: 0.02
Spread %: 1.79%
Delta: 0.52
Theta: -0.03
Omega: 7.16
Rho: 0.00
 

Quote data

Open: 1.150
High: 1.150
Low: 1.150
Previous Close: 0.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.50%
1 Month
  -20.14%
3 Months  
+144.68%
YTD
  -56.93%
1 Year
  -60.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 0.950
1M High / 1M Low: 2.010 0.940
6M High / 6M Low: 2.910 0.450
High (YTD): 2024-01-02 2.570
Low (YTD): 2024-02-23 0.450
52W High: 2023-06-01 3.170
52W Low: 2024-02-23 0.450
Avg. price 1W:   1.122
Avg. volume 1W:   0.000
Avg. price 1M:   1.275
Avg. volume 1M:   2,045.455
Avg. price 6M:   1.422
Avg. volume 6M:   424
Avg. price 1Y:   1.753
Avg. volume 1Y:   207.031
Volatility 1M:   261.25%
Volatility 6M:   263.57%
Volatility 1Y:   207.46%
Volatility 3Y:   -