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Goldman Sachs Call 720 PLT 05.06..../  DE000GX5LUT8  /

EUWAX
2024-05-28  9:29:55 AM Chg.-0.08 Bid11:49:48 AM Ask11:49:48 AM Underlying Strike price Expiration date Option type
3.04EUR -2.56% 3.05
Bid Size: 30,000		 3.10
Ask Size: 30,000		 PLATINUM (Fixing) 720.00 - 2024-06-05 Call
 

Master data

WKN: GX5LUT
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: PLATINUM (Fixing)
Type: Warrant
Option type: Call
Strike price: 720.00 -
Maturity: 2024-06-05
Issue date: 2022-11-03
Last trading day: 2024-06-04
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 3.08
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 2.54
Implied volatility: 3.20
Historic volatility: 0.21
Parity: 2.54
Time value: 0.62
Break-even: 1,036.00
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 15.99
Spread abs.: 0.05
Spread %: 1.61%
Delta: 0.81
Theta: -7.88
Omega: 2.49
Rho: 0.10
 

Quote data

Open: 3.07
High: 3.07
Low: 3.04
Previous Close: 3.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month  
+63.44%
3 Months  
+91.20%
YTD  
+12.59%
1 Year  
+0.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.12 2.80
1M High / 1M Low: 3.40 2.09
6M High / 6M Low: 3.40 1.56
High (YTD): 2024-05-17 3.40
Low (YTD): 2024-02-13 1.56
52W High: 2024-05-17 3.40
52W Low: 2023-11-10 1.47
Avg. price 1W:   2.97
Avg. volume 1W:   60
Avg. price 1M:   2.71
Avg. volume 1M:   15
Avg. price 6M:   2.10
Avg. volume 6M:   42.74
Avg. price 1Y:   2.14
Avg. volume 1Y:   20.78
Volatility 1M:   87.13%
Volatility 6M:   94.68%
Volatility 1Y:   86.59%
Volatility 3Y:   -