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Goldman Sachs Call 25 HAL 21.06.2.../  DE000GP3Y6D9  /

EUWAX
2024-05-31  10:07:29 AM Chg.+0.01 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.02EUR +0.99% -
Bid Size: -		 -
Ask Size: -		 HALLIBURTON CO. DL... 25.00 - 2024-06-21 Call
 

Master data

WKN: GP3Y6D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HALLIBURTON CO. DL 2,50
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-06-21
Issue date: 2023-05-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.12
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.88
Implied volatility: 1.95
Historic volatility: 0.25
Parity: 0.88
Time value: 0.20
Break-even: 35.86
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 1.90
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.81
Theta: -0.11
Omega: 2.54
Rho: 0.01
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 1.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.99%
1 Month
  -22.14%
3 Months  
+5.15%
YTD
  -6.42%
1 Year  
+30.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.08 1.01
1M High / 1M Low: 1.20 1.01
6M High / 6M Low: 1.53 0.83
High (YTD): 2024-04-12 1.53
Low (YTD): 2024-01-17 0.83
52W High: 2023-10-19 1.81
52W Low: 2023-06-01 0.78
Avg. price 1W:   1.05
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   0.00
Avg. price 1Y:   1.24
Avg. volume 1Y:   0.00
Volatility 1M:   52.55%
Volatility 6M:   71.83%
Volatility 1Y:   77.30%
Volatility 3Y:   -