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Goldman Sachs Call 20 FNTN 20.06..../  DE000GP75046  /

EUWAX
10/01/2025  13:28:30 Chg.+0.020 Bid15:31:56 Ask15:31:56 Underlying Strike price Expiration date Option type
0.850EUR +2.41% 0.840
Bid Size: 5,000		 1.040
Ask Size: 1,000		 FREENET AG NA O.N. 20.00 - 20/06/2025 Call
 

Master data

WKN: GP7504
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FREENET AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 20/06/2025
Issue date: 28/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.74
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.79
Implied volatility: 0.83
Historic volatility: 0.19
Parity: 0.79
Time value: 0.23
Break-even: 30.20
Moneyness: 1.40
Premium: 0.08
Premium p.a.: 0.20
Spread abs.: 0.23
Spread %: 29.11%
Delta: 0.82
Theta: -0.01
Omega: 2.23
Rho: 0.06
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.19%
1 Month
  -7.61%
3 Months  
+11.84%
YTD  
+7.59%
1 Year  
+32.81%
3 Years     -
5 Years     -
1W High / 1W Low: 0.840 0.800
1M High / 1M Low: 0.920 0.760
6M High / 6M Low: 1.010 0.550
High (YTD): 03/01/2025 0.840
Low (YTD): 08/01/2025 0.800
52W High: 06/12/2024 1.010
52W Low: 09/02/2024 0.420
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.833
Avg. volume 1M:   0.000
Avg. price 6M:   0.777
Avg. volume 6M:   0.000
Avg. price 1Y:   0.687
Avg. volume 1Y:   0.000
Volatility 1M:   36.54%
Volatility 6M:   48.09%
Volatility 1Y:   57.12%
Volatility 3Y:   -