Goldman Sachs Call 8 PSM 20.06.20.../  DE000GP79C66  /

EUWAX
2024-05-20  10:39:54 AM Chg.-0.02 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.42EUR -1.39% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 8.00 - 2025-06-20 Call
 

Master data

WKN: GP79C6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2025-06-20
Issue date: 2023-06-30
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.71
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.45
Parity: -0.47
Time value: 1.60
Break-even: 9.60
Moneyness: 0.94
Premium: 0.27
Premium p.a.: 0.25
Spread abs.: 0.20
Spread %: 14.29%
Delta: 0.60
Theta: 0.00
Omega: 2.81
Rho: 0.03
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.23%
1 Month  
+8.40%
3 Months  
+118.46%
YTD  
+149.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 0.99
1M High / 1M Low: 1.57 0.99
6M High / 6M Low: 1.75 0.45
High (YTD): 2024-04-18 1.75
Low (YTD): 2024-01-22 0.45
52W High: - -
52W Low: - -
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
Avg. volume 1M:   0.00
Avg. price 6M:   0.84
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.54%
Volatility 6M:   174.29%
Volatility 1Y:   -
Volatility 3Y:   -