OverviewChartNewsTraderScreen

Goldman Sachs Call 300 HDI 21.06..../  DE000GP44WA2  /

EUWAX
2024-05-22  11:20:51 AM Chg.- Bid9:42:02 AM Ask9:42:02 AM Underlying Strike price Expiration date Option type
3.35EUR - 2.83
Bid Size: 5,000		 2.93
Ask Size: 5,000		 HOME DEPOT INC. D... 300.00 - 2024-06-21 Call
 

Master data

WKN: GP44WA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HOME DEPOT INC. DL-,05
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-06-21
Issue date: 2023-05-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.21
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.54
Implied volatility: 0.79
Historic volatility: 0.18
Parity: 0.54
Time value: 2.45
Break-even: 329.90
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 1.64
Spread abs.: 0.15
Spread %: 5.28%
Delta: 0.58
Theta: -0.47
Omega: 5.94
Rho: 0.12
 

Quote data

Open: 3.35
High: 3.35
Low: 3.35
Previous Close: 3.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.86%
1 Month
  -12.53%
3 Months
  -51.31%
YTD
  -35.08%
1 Year  
+12.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.58 3.35
1M High / 1M Low: 4.58 3.35
6M High / 6M Low: 9.14 2.46
High (YTD): 2024-03-22 9.14
Low (YTD): 2024-05-22 3.35
52W High: 2024-03-22 9.14
52W Low: 2023-10-27 1.35
Avg. price 1W:   3.89
Avg. volume 1W:   0.00
Avg. price 1M:   3.87
Avg. volume 1M:   0.00
Avg. price 6M:   5.40
Avg. volume 6M:   0.00
Avg. price 1Y:   4.29
Avg. volume 1Y:   0.00
Volatility 1M:   167.46%
Volatility 6M:   112.69%
Volatility 1Y:   119.05%
Volatility 3Y:   -