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Goldman Sachs Call 120 HMSB 20.12.../  DE000GZ6BUS7  /

EUWAX
04/10/2024  09:52:14 Chg.-0.07 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
4.42EUR -1.56% -
Bid Size: -		 -
Ask Size: -		 HENNES + MAURITZ B S... 120.00 - 20/12/2024 Call
 

Master data

WKN: GZ6BUS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HENNES + MAURITZ B SK-125
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 20/12/2024
Issue date: 02/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 4.31
Historic volatility: 0.35
Parity: -104.99
Time value: 4.60
Break-even: 124.60
Moneyness: 0.13
Premium: 7.30
Premium p.a.: 0.00
Spread abs.: 0.17
Spread %: 3.84%
Delta: 0.47
Theta: -0.08
Omega: 1.54
Rho: 0.01
 

Quote data

Open: 4.42
High: 4.42
Low: 4.42
Previous Close: 4.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.28%
1 Month  
+25.57%
3 Months
  -9.43%
YTD
  -22.73%
1 Year  
+23.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.92 4.42
1M High / 1M Low: 5.84 3.48
6M High / 6M Low: 6.87 3.35
High (YTD): 21/06/2024 6.87
Low (YTD): 05/03/2024 2.44
52W High: 21/06/2024 6.87
52W Low: 05/03/2024 2.44
Avg. price 1W:   4.58
Avg. volume 1W:   0.00
Avg. price 1M:   4.56
Avg. volume 1M:   0.00
Avg. price 6M:   4.80
Avg. volume 6M:   0.00
Avg. price 1Y:   4.42
Avg. volume 1Y:   0.00
Volatility 1M:   98.24%
Volatility 6M:   87.46%
Volatility 1Y:   101.23%
Volatility 3Y:   -