Goldman Sachs Call 6 PSM 20.06.20.../  DE000GG12CP8  /

EUWAX
2024-05-20  10:56:41 AM Chg.- Bid10:37:57 AM Ask10:37:57 AM Underlying Strike price Expiration date Option type
2.39EUR - 2.25
Bid Size: 3,000
2.35
Ask Size: 1,000
PROSIEBENSAT.1 NA O... 6.00 EUR 2025-06-20 Call
 

Master data

WKN: GG12CP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 2025-06-20
Issue date: 2023-12-15
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 1.42
Implied volatility: 0.62
Historic volatility: 0.45
Parity: 1.42
Time value: 1.21
Break-even: 8.63
Moneyness: 1.24
Premium: 0.16
Premium p.a.: 0.15
Spread abs.: 0.30
Spread %: 12.88%
Delta: 0.76
Theta: 0.00
Omega: 2.15
Rho: 0.03
 

Quote data

Open: 2.39
High: 2.39
Low: 2.39
Previous Close: 2.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.89%
1 Month  
+4.37%
3 Months  
+85.27%
YTD  
+121.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.43 1.84
1M High / 1M Low: 2.58 1.84
6M High / 6M Low: - -
High (YTD): 2024-04-18 2.77
Low (YTD): 2024-02-08 0.89
52W High: - -
52W Low: - -
Avg. price 1W:   2.27
Avg. volume 1W:   0.00
Avg. price 1M:   2.29
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -