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Goldman Sachs Call 700 1YD 17.01..../  DE000GP31Y83  /

EUWAX
2024-06-07  10:24:06 AM Chg.-0.09 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
6.61EUR -1.34% -
Bid Size: -		 -
Ask Size: -		 BROADCOM INC. DL... 700.00 - 2025-01-17 Call
 

Master data

WKN: GP31Y8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2025-01-17
Issue date: 2023-04-21
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.90
Leverage: Yes

Calculated values

Fair value: 6.18
Intrinsic value: 6.02
Implied volatility: 0.93
Historic volatility: 0.32
Parity: 6.02
Time value: 0.84
Break-even: 1,386.00
Moneyness: 1.86
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.20
Spread %: 3.00%
Delta: 0.89
Theta: -0.44
Omega: 1.70
Rho: 2.92
 

Quote data

Open: 6.61
High: 6.61
Low: 6.61
Previous Close: 6.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.61%
1 Month  
+13.57%
3 Months  
+4.42%
YTD  
+59.66%
1 Year  
+261.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.70 5.77
1M High / 1M Low: 6.92 5.77
6M High / 6M Low: 6.92 2.69
High (YTD): 2024-05-16 6.92
Low (YTD): 2024-01-05 3.49
52W High: 2024-05-16 6.92
52W Low: 2023-06-08 1.83
Avg. price 1W:   6.22
Avg. volume 1W:   0.00
Avg. price 1M:   6.38
Avg. volume 1M:   0.00
Avg. price 6M:   5.41
Avg. volume 6M:   0.00
Avg. price 1Y:   3.84
Avg. volume 1Y:   7.81
Volatility 1M:   64.67%
Volatility 6M:   83.87%
Volatility 1Y:   81.19%
Volatility 3Y:   -