Goldman Sachs Call 6800 PX1 21.03.../  DE000GP3C196  /

EUWAX
1/23/2025  8:18:34 AM Chg.+0.51 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
10.92EUR +4.90% 11.68
Bid Size: 50,000
11.69
Ask Size: 50,000
CAC 40 6,800.00 - 3/21/2025 Call
 

Master data

WKN: GP3C19
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAC 40
Type: Warrant
Option type: Call
Strike price: 6,800.00 -
Maturity: 3/21/2025
Issue date: 4/19/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 7.30
Leverage: Yes

Calculated values

Fair value: 10.67
Intrinsic value: 10.37
Implied volatility: 0.20
Historic volatility: 0.13
Parity: 10.37
Time value: 0.37
Break-even: 7,874.00
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.97
Theta: -0.86
Omega: 7.08
Rho: 10.20
 

Quote data

Open: 10.92
High: 10.92
Low: 10.92
Previous Close: 10.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.48%
1 Month  
+77.27%
3 Months  
+21.20%
YTD  
+73.06%
1 Year  
+23.67%
3 Years     -
5 Years     -
1W High / 1W Low: 10.41 8.12
1M High / 1M Low: 10.41 6.14
6M High / 6M Low: 11.40 5.13
High (YTD): 1/22/2025 10.41
Low (YTD): 1/6/2025 6.22
52W High: 5/15/2024 16.48
52W Low: 12/2/2024 5.13
Avg. price 1W:   9.47
Avg. volume 1W:   0.00
Avg. price 1M:   7.65
Avg. volume 1M:   0.00
Avg. price 6M:   8.23
Avg. volume 6M:   0.00
Avg. price 1Y:   10.70
Avg. volume 1Y:   0.00
Volatility 1M:   101.85%
Volatility 6M:   103.62%
Volatility 1Y:   86.19%
Volatility 3Y:   -