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

EUWAX
2024-06-07  9:50:23 AM Chg.+0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.810EUR +1.25% -
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: 3.69
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.66
Implied volatility: 2.15
Historic volatility: 0.24
Parity: 0.66
Time value: 0.20
Break-even: 33.56
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 4.66
Spread abs.: 0.01
Spread %: 0.71%
Delta: 0.78
Theta: -0.15
Omega: 2.88
Rho: 0.01
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.59%
1 Month
  -29.57%
3 Months
  -25.00%
YTD
  -25.69%
1 Year
  -13.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.800
1M High / 1M Low: 1.200 0.800
6M High / 6M Low: 1.530 0.800
High (YTD): 2024-04-12 1.530
Low (YTD): 2024-06-06 0.800
52W High: 2023-10-19 1.810
52W Low: 2023-06-23 0.790
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   1.061
Avg. volume 1M:   0.000
Avg. price 6M:   1.105
Avg. volume 6M:   0.000
Avg. price 1Y:   1.237
Avg. volume 1Y:   0.000
Volatility 1M:   84.86%
Volatility 6M:   74.81%
Volatility 1Y:   76.79%
Volatility 3Y:   -