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Goldman Sachs Call 720 PLT 04.12..../  DE000GX5VR86  /

EUWAX
2024-06-05  2:15:11 PM Chg.-0.02 Bid2:41:56 PM Ask2:41:56 PM Underlying Strike price Expiration date Option type
2.72EUR -0.73% 2.69
Bid Size: 30,000		 2.72
Ask Size: 30,000		 PLATINUM (Fixing) 720.00 - 2024-12-04 Call
 

Master data

WKN: GX5VR8
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: PLATINUM (Fixing)
Type: Warrant
Option type: Call
Strike price: 720.00 -
Maturity: 2024-12-04
Issue date: 2023-05-08
Last trading day: 2024-12-03
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 1.93
Implied volatility: 0.67
Historic volatility: 0.21
Parity: 1.93
Time value: 0.83
Break-even: 996.00
Moneyness: 1.27
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 1.10%
Delta: 0.78
Theta: -0.40
Omega: 2.58
Rho: 2.18
 

Quote data

Open: 2.71
High: 2.76
Low: 2.71
Previous Close: 2.74
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month  
+10.57%
3 Months  
+49.45%
YTD
  -3.20%
1 Year
  -15.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.20 2.74
1M High / 1M Low: 3.61 2.48
6M High / 6M Low: 3.61 1.79
High (YTD): 2024-05-17 3.61
Low (YTD): 2024-02-13 1.79
52W High: 2024-05-17 3.61
52W Low: 2023-11-10 1.66
Avg. price 1W:   3.02
Avg. volume 1W:   0.00
Avg. price 1M:   3.05
Avg. volume 1M:   3.64
Avg. price 6M:   2.34
Avg. volume 6M:   25.84
Avg. price 1Y:   2.34
Avg. volume 1Y:   38.18
Volatility 1M:   87.01%
Volatility 6M:   81.66%
Volatility 1Y:   74.51%
Volatility 3Y:   -