Goldman Sachs Call 8500 PX1 20.06.../  DE000GP76RS6  /

EUWAX
1/23/2025  8:36:50 AM Chg.+0.070 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.420EUR +20.00% -
Bid Size: -
-
Ask Size: -
CAC 40 8,500.00 - 6/20/2025 Call
 

Master data

WKN: GP76RS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAC 40
Type: Warrant
Option type: Call
Strike price: 8,500.00 -
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 193.04
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.13
Parity: -6.63
Time value: 0.41
Break-even: 8,540.60
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.53%
Delta: 0.15
Theta: -0.51
Omega: 29.73
Rho: 4.73
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+121.05%
1 Month  
+250.00%
3 Months  
+7.69%
YTD  
+250.00%
1 Year
  -57.14%
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.190
1M High / 1M Low: 0.350 0.110
6M High / 6M Low: 0.990 0.072
High (YTD): 1/22/2025 0.350
Low (YTD): 1/6/2025 0.120
52W High: 5/15/2024 3.850
52W Low: 12/2/2024 0.072
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   1.379
Avg. volume 1Y:   0.000
Volatility 1M:   210.50%
Volatility 6M:   267.03%
Volatility 1Y:   214.50%
Volatility 3Y:   -