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

EUWAX
09/09/2024  09:22:09 Chg.+0.001 Bid10:53:17 Ask10:53:17 Underlying Strike price Expiration date Option type
0.004EUR +33.33% 0.004
Bid Size: 100,000		 0.010
Ask Size: 100,000		 BAYER AG NA O.N. 100.00 - 20/12/2024 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: 20/12/2024
Issue date: 10/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 120.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.14
Historic volatility: 0.34
Parity: -7.11
Time value: 0.02
Break-even: 100.24
Moneyness: 0.29
Premium: 2.47
Premium p.a.: 84.57
Spread abs.: 0.02
Spread %: 500.00%
Delta: 0.04
Theta: -0.01
Omega: 4.99
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+33.33%
3 Months  
+100.00%
YTD
  -73.33%
1 Year
  -84.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.003 0.002
6M High / 6M Low: 0.008 0.001
High (YTD): 03/01/2024 0.019
Low (YTD): 30/05/2024 0.001
52W High: 11/09/2023 0.023
52W Low: 30/05/2024 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.003
Avg. volume 6M:   40
Avg. price 1Y:   0.008
Avg. volume 1Y:   19.841
Volatility 1M:   375.37%
Volatility 6M:   335.39%
Volatility 1Y:   269.19%
Volatility 3Y:   -