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

EUWAX
2024-05-17  10:05:29 AM Chg.+0.14 Bid5:35:32 PM Ask5:35:32 PM Underlying Strike price Expiration date Option type
1.86EUR +8.14% 1.78
Bid Size: 2,000
2.08
Ask Size: 2,000
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: 3.62
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 0.61
Implied volatility: 0.55
Historic volatility: 0.44
Parity: 0.61
Time value: 1.50
Break-even: 9.10
Moneyness: 1.09
Premium: 0.20
Premium p.a.: 0.18
Spread abs.: 0.30
Spread %: 16.67%
Delta: 0.69
Theta: 0.00
Omega: 2.51
Rho: 0.03
 

Quote data

Open: 1.86
High: 1.86
Low: 1.86
Previous Close: 1.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.98%
1 Month
  -10.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.93 1.51
1M High / 1M Low: 2.08 1.51
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.76
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -