Goldman Sachs Call 10 BOY 20.12.2.../  DE000GZ6LAJ7  /

EUWAX
2024-11-12  5:56:38 PM Chg.-0.035 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.053EUR -39.77% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 10.00 - 2024-12-20 Call
 

Master data

WKN: GZ6LAJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-12-20
Issue date: 2023-01-06
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 87.73
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.88
Time value: 0.10
Break-even: 10.10
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.66
Spread abs.: 0.03
Spread %: 40.54%
Delta: 0.21
Theta: 0.00
Omega: 18.21
Rho: 0.00
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -81.07%
1 Month
  -75.91%
3 Months
  -79.62%
YTD
  -76.96%
1 Year
  -77.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.088
1M High / 1M Low: 0.280 0.088
6M High / 6M Low: 0.920 0.088
High (YTD): 2024-04-29 1.620
Low (YTD): 2024-11-11 0.088
52W High: 2024-04-29 1.620
52W Low: 2024-11-11 0.088
Avg. price 1W:   0.157
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.517
Avg. volume 1Y:   0.000
Volatility 1M:   348.85%
Volatility 6M:   253.60%
Volatility 1Y:   221.86%
Volatility 3Y:   -