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Goldman Sachs Call 5 BOY 20.09.20.../  DE000GP1GXP9  /

EUWAX
2024-05-06  11:03:53 AM Chg.+0.06 Bid5:35:52 PM Ask5:35:52 PM Underlying Strike price Expiration date Option type
4.93EUR +1.23% 4.87
Bid Size: 5,000		 5.07
Ask Size: 5,000		 BCO BIL.VIZ.ARG.NOM.... 5.00 - 2024-09-20 Call
 

Master data

WKN: GP1GXP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.93
Leverage: Yes

Calculated values

Fair value: 4.92
Intrinsic value: 4.85
Implied volatility: 0.89
Historic volatility: 0.24
Parity: 4.85
Time value: 0.25
Break-even: 10.10
Moneyness: 1.97
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.25
Spread %: 5.15%
Delta: 0.94
Theta: 0.00
Omega: 1.81
Rho: 0.02
 

Quote data

Open: 4.93
High: 4.93
Low: 4.93
Previous Close: 4.87
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.11%
1 Month
  -18.78%
3 Months  
+19.66%
YTD  
+49.39%
1 Year  
+200.61%
3 Years     -
5 Years     -
1W High / 1W Low: 6.02 4.87
1M High / 1M Low: 6.02 4.87
6M High / 6M Low: 6.21 2.85
High (YTD): 2024-04-04 6.21
Low (YTD): 2024-01-19 3.08
52W High: 2024-04-04 6.21
52W Low: 2023-05-31 1.54
Avg. price 1W:   5.45
Avg. volume 1W:   0.00
Avg. price 1M:   5.50
Avg. volume 1M:   0.00
Avg. price 6M:   4.22
Avg. volume 6M:   0.00
Avg. price 1Y:   3.21
Avg. volume 1Y:   0.00
Volatility 1M:   68.63%
Volatility 6M:   53.41%
Volatility 1Y:   60.83%
Volatility 3Y:   -