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Goldman Sachs Call 8200 PX1 21.03.../  DE000GP4VMB5  /

EUWAX
1/24/2025  8:21:56 AM Chg.+0.260 Bid3:17:28 PM Ask3:17:28 PM Underlying Strike price Expiration date Option type
0.800EUR +48.15% 0.820
Bid Size: 200,000		 0.830
Ask Size: 200,000		 CAC 40 8,200.00 - 3/21/2025 Call
 

Master data

WKN: GP4VMB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAC 40
Type: Warrant
Option type: Call
Strike price: 8,200.00 -
Maturity: 3/21/2025
Issue date: 5/26/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 103.99
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.13
Parity: -3.07
Time value: 0.76
Break-even: 8,275.90
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 1.34%
Delta: 0.28
Theta: -1.51
Omega: 29.40
Rho: 3.31
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+196.30%
1 Month  
+700.00%
3 Months  
+31.15%
YTD  
+700.00%
1 Year
  -52.10%
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.270
1M High / 1M Low: 0.540 0.083
6M High / 6M Low: 1.540 0.069
High (YTD): 1/23/2025 0.540
Low (YTD): 1/6/2025 0.088
52W High: 5/15/2024 5.450
52W Low: 12/2/2024 0.069
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.201
Avg. volume 1M:   0.000
Avg. price 6M:   0.573
Avg. volume 6M:   105.039
Avg. price 1Y:   2.032
Avg. volume 1Y:   52.520
Volatility 1M:   363.68%
Volatility 6M:   330.74%
Volatility 1Y:   254.95%
Volatility 3Y:   -