Goldman Sachs Call 100 BAYN 20.12.../  DE000GZ8E462  /

EUWAX
2024-11-15  10:27:34 AM Chg.0.000 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
BAYER AG NA O.N. 100.00 - 2024-12-20 Call
 

Master data

WKN: GZ8E46
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 186.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.22
Historic volatility: 0.37
Parity: -7.95
Time value: 0.01
Break-even: 100.11
Moneyness: 0.21
Premium: 3.88
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 1,000.00%
Delta: 0.03
Theta: -0.01
Omega: 4.75
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -66.67%
YTD
  -93.33%
1 Year
  -90.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.004 0.001
High (YTD): 2024-01-03 0.019
Low (YTD): 2024-11-15 0.001
52W High: 2024-01-03 0.019
52W Low: 2024-11-15 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.002
Avg. volume 6M:   0.000
Avg. price 1Y:   0.006
Avg. volume 1Y:   20
Volatility 1M:   -
Volatility 6M:   339.38%
Volatility 1Y:   276.33%
Volatility 3Y:   -