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

EUWAX
1/8/2025  8:27:42 AM Chg.+0.020 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.150EUR +15.38% -
Bid Size: -
-
Ask Size: -
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: 468.08
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.13
Parity: -7.11
Time value: 0.16
Break-even: 8,216.00
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.08
Theta: -0.51
Omega: 37.88
Rho: 1.16
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month     0.00%
3 Months
  -81.48%
YTD  
+50.00%
1 Year
  -92.61%
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.088
1M High / 1M Low: 0.310 0.083
6M High / 6M Low: 1.960 0.069
High (YTD): 1/7/2025 0.130
Low (YTD): 1/6/2025 0.088
52W High: 5/15/2024 5.450
52W Low: 12/2/2024 0.069
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.710
Avg. volume 6M:   105.039
Avg. price 1Y:   2.103
Avg. volume 1Y:   52.520
Volatility 1M:   294.04%
Volatility 6M:   305.47%
Volatility 1Y:   236.92%
Volatility 3Y:   -