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Goldman Sachs Call 200 BLHEF 20.1.../  DE000GP2M056  /

EUWAX
2024-05-17  10:08:11 AM Chg.0.000 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Baloise Holdings AG 200.00 - 2024-12-20 Call
 

Master data

WKN: GP2M05
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-12-20
Issue date: 2023-04-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 133.19
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -4.95
Time value: 0.11
Break-even: 201.13
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.63
Spread abs.: 0.10
Spread %: 841.67%
Delta: 0.09
Theta: -0.01
Omega: 12.44
Rho: 0.08
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -66.67%
1 Year
  -94.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.020 0.010
6M High / 6M Low: 0.060 0.003
High (YTD): 2024-02-06 0.030
Low (YTD): 2024-03-27 0.003
52W High: 2023-05-30 0.170
52W Low: 2024-03-27 0.003
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.018
Avg. volume 6M:   0.000
Avg. price 1Y:   0.055
Avg. volume 1Y:   0.000
Volatility 1M:   568.80%
Volatility 6M:   823.22%
Volatility 1Y:   615.81%
Volatility 3Y:   -