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

EUWAX
2024-05-17  11:03:00 AM Chg.+0.14 Bid7:59:18 PM Ask7:59:18 PM Underlying Strike price Expiration date Option type
2.43EUR +6.11% 2.32
Bid Size: 2,000
2.62
Ask Size: 2,000
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: 2.86
Leverage: Yes

Calculated values

Fair value: 2.36
Intrinsic value: 1.61
Implied volatility: 0.57
Historic volatility: 0.44
Parity: 1.61
Time value: 1.06
Break-even: 8.66
Moneyness: 1.27
Premium: 0.14
Premium p.a.: 0.13
Spread abs.: 0.30
Spread %: 12.71%
Delta: 0.78
Theta: 0.00
Omega: 2.22
Rho: 0.04
 

Quote data

Open: 2.43
High: 2.43
Low: 2.43
Previous Close: 2.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.62%
1 Month
  -10.33%
3 Months  
+77.37%
YTD  
+125.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.42 1.84
1M High / 1M Low: 2.77 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:   2.17
Avg. volume 1W:   0.00
Avg. price 1M:   2.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -