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Goldman Sachs Call 160 BLHEF 21.0.../  DE000GP30ER3  /

EUWAX
2024-05-02  10:45:32 AM Chg.-0.005 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.008EUR -38.46% -
Bid Size: -		 -
Ask Size: -		 Baloise Holdings AG 160.00 - 2024-06-21 Call
 

Master data

WKN: GP30ER
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-04-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 380.81
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -1.91
Time value: 0.04
Break-even: 160.37
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 1.57
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.07
Theta: -0.02
Omega: 28.21
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month
  -27.27%
3 Months
  -87.50%
YTD
  -81.82%
1 Year
  -98.69%
3 Years     -
5 Years     -
1W High / 1W Low: 0.013 0.005
1M High / 1M Low: 0.019 0.005
6M High / 6M Low: 0.180 0.005
High (YTD): 2024-03-15 0.090
Low (YTD): 2024-04-25 0.005
52W High: 2023-05-30 0.620
52W Low: 2024-04-25 0.005
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   552.22%
Volatility 6M:   367.77%
Volatility 1Y:   285.02%
Volatility 3Y:   -