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Goldman Sachs Call 250 HDI 21.06..../  DE000GP4CXK3  /

EUWAX
2024-06-04  9:24:50 AM Chg.-0.71 Bid4:22:46 PM Ask4:22:46 PM Underlying Strike price Expiration date Option type
7.19EUR -8.99% 7.32
Bid Size: 20,000		 7.39
Ask Size: 2,000		 HOME DEPOT INC. D... 250.00 - 2024-06-21 Call
 

Master data

WKN: GP4CXK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HOME DEPOT INC. DL-,05
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-05-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.11
Leverage: Yes

Calculated values

Fair value: 5.12
Intrinsic value: 5.07
Implied volatility: 1.82
Historic volatility: 0.17
Parity: 5.07
Time value: 2.24
Break-even: 323.10
Moneyness: 1.20
Premium: 0.07
Premium p.a.: 3.67
Spread abs.: 0.05
Spread %: 0.69%
Delta: 0.75
Theta: -1.12
Omega: 3.08
Rho: 0.07
 

Quote data

Open: 7.19
High: 7.19
Low: 7.19
Previous Close: 7.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.96%
1 Month
  -11.23%
3 Months
  -42.53%
YTD
  -22.27%
1 Year  
+21.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.90 6.95
1M High / 1M Low: 9.19 6.95
6M High / 6M Low: 13.71 6.95
High (YTD): 2024-03-22 13.71
Low (YTD): 2024-05-30 6.95
52W High: 2024-03-22 13.71
52W Low: 2023-10-27 3.87
Avg. price 1W:   7.33
Avg. volume 1W:   0.00
Avg. price 1M:   8.09
Avg. volume 1M:   0.00
Avg. price 6M:   9.75
Avg. volume 6M:   0.00
Avg. price 1Y:   8.15
Avg. volume 1Y:   0.00
Volatility 1M:   79.31%
Volatility 6M:   61.78%
Volatility 1Y:   69.29%
Volatility 3Y:   -