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

EUWAX
7/9/2024  10:59:44 AM Chg.-0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.002EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 BAYER AG NA O.N. 100.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 200.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.30
Parity: -7.39
Time value: 0.01
Break-even: 100.13
Moneyness: 0.26
Premium: 2.84
Premium p.a.: 19.01
Spread abs.: 0.01
Spread %: 333.33%
Delta: 0.03
Theta: 0.00
Omega: 5.33
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month     0.00%
3 Months
  -66.67%
YTD
  -86.67%
1 Year
  -91.30%
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: 0.017 0.001
High (YTD): 1/3/2024 0.019
Low (YTD): 5/30/2024 0.001
52W High: 8/10/2023 0.044
52W Low: 5/30/2024 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.006
Avg. volume 6M:   40
Avg. price 1Y:   0.013
Avg. volume 1Y:   19.763
Volatility 1M:   307.85%
Volatility 6M:   302.79%
Volatility 1Y:   249.64%
Volatility 3Y:   -