Goldman Sachs Call 15 FTE 20.06.2.../  DE000GP771L9  /

EUWAX
1/24/2025  9:56:46 AM Chg.0.000 Bid3:10:10 PM Ask3:10:10 PM Underlying Strike price Expiration date Option type
0.032EUR 0.00% 0.030
Bid Size: 10,000
0.080
Ask Size: 10,000
ORANGE INH. ... 15.00 - 6/20/2025 Call
 

Master data

WKN: GP771L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 121.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.15
Parity: -4.80
Time value: 0.08
Break-even: 15.08
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 1.64
Spread abs.: 0.05
Spread %: 147.06%
Delta: 0.08
Theta: 0.00
Omega: 9.84
Rho: 0.00
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.032
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month  
+6.67%
3 Months  
+433.33%
YTD  
+6.67%
1 Year
  -54.29%
3 Years     -
5 Years     -
1W High / 1W Low: 0.033 0.032
1M High / 1M Low: 0.035 0.028
6M High / 6M Low: 0.035 0.004
High (YTD): 1/16/2025 0.035
Low (YTD): 1/10/2025 0.028
52W High: 2/16/2024 0.070
52W Low: 11/21/2024 0.004
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.018
Avg. volume 6M:   0.000
Avg. price 1Y:   0.026
Avg. volume 1Y:   0.000
Volatility 1M:   70.72%
Volatility 6M:   450.02%
Volatility 1Y:   383.46%
Volatility 3Y:   -