Goldman Sachs Call 7 PSM 20.06.20.../  DE000GG56C72  /

EUWAX
2024-06-07  9:51:40 AM Chg.-0.08 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.68EUR -4.55% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 7.00 EUR 2025-06-20 Call
 

Master data

WKN: GG56C7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 7.00 EUR
Maturity: 2025-06-20
Issue date: 2024-03-14
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 0.46
Implied volatility: 0.56
Historic volatility: 0.45
Parity: 0.46
Time value: 1.52
Break-even: 8.97
Moneyness: 1.07
Premium: 0.20
Premium p.a.: 0.20
Spread abs.: 0.33
Spread %: 20.12%
Delta: 0.68
Theta: 0.00
Omega: 2.57
Rho: 0.03
 

Quote data

Open: 1.68
High: 1.68
Low: 1.68
Previous Close: 1.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.89%
1 Month  
+9.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.93 1.73
1M High / 1M Low: 1.93 1.49
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.68
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -