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Goldman Sachs Call 5 BOY 21.03.20.../  DE000GP1KF42  /

EUWAX
2024-06-03  10:24:53 AM Chg.+0.09 Bid12:35:02 PM Ask12:35:02 PM Underlying Strike price Expiration date Option type
5.16EUR +1.78% 5.11
Bid Size: 30,000		 5.13
Ask Size: 30,000		 BCO BIL.VIZ.ARG.NOM.... 5.00 - 2025-03-21 Call
 

Master data

WKN: GP1KF4
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: 2025-03-21
Issue date: 2023-03-31
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.84
Leverage: Yes

Calculated values

Fair value: 5.09
Intrinsic value: 4.94
Implied volatility: 0.73
Historic volatility: 0.24
Parity: 4.94
Time value: 0.45
Break-even: 10.39
Moneyness: 1.99
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.36
Spread %: 7.16%
Delta: 0.92
Theta: 0.00
Omega: 1.70
Rho: 0.03
 

Quote data

Open: 5.16
High: 5.16
Low: 5.16
Previous Close: 5.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.39%
1 Month  
+5.09%
3 Months  
+19.44%
YTD  
+55.42%
1 Year  
+180.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.14 4.95
1M High / 1M Low: 5.41 4.77
6M High / 6M Low: 6.25 3.08
High (YTD): 2024-04-04 6.25
Low (YTD): 2024-01-19 3.08
52W High: 2024-04-04 6.25
52W Low: 2023-06-05 1.81
Avg. price 1W:   5.04
Avg. volume 1W:   0.00
Avg. price 1M:   5.04
Avg. volume 1M:   0.00
Avg. price 6M:   4.51
Avg. volume 6M:   0.00
Avg. price 1Y:   3.49
Avg. volume 1Y:   0.00
Volatility 1M:   57.26%
Volatility 6M:   53.87%
Volatility 1Y:   54.61%
Volatility 3Y:   -