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

EUWAX
2024-05-17  10:47:36 AM Chg.+0.08 Bid4:33:09 PM Ask4:33:09 PM Underlying Strike price Expiration date Option type
1.44EUR +5.88% 1.43
Bid Size: 3,000
1.53
Ask Size: 30
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: 4.78
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.44
Parity: -0.40
Time value: 1.59
Break-even: 9.59
Moneyness: 0.95
Premium: 0.26
Premium p.a.: 0.24
Spread abs.: 0.34
Spread %: 27.20%
Delta: 0.60
Theta: 0.00
Omega: 2.87
Rho: 0.03
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -13.77%
3 Months  
+97.26%
YTD  
+152.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.44 0.99
1M High / 1M Low: 1.75 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:   1.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   0.84
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.13%
Volatility 6M:   174.24%
Volatility 1Y:   -
Volatility 3Y:   -