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Goldman Sachs Call 150 DB1 20.12..../  DE000GZ697Y7  /

EUWAX
2024-07-12  10:48:57 AM Chg.+0.15 Bid3:55:41 PM Ask3:55:41 PM Underlying Strike price Expiration date Option type
4.33EUR +3.59% 4.51
Bid Size: 5,000		 4.56
Ask Size: 2,000		 DEUTSCHE BOERSE NA O... 150.00 - 2024-12-20 Call
 

Master data

WKN: GZ697Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2022-12-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.26
Leverage: Yes

Calculated values

Fair value: 4.05
Intrinsic value: 3.81
Implied volatility: 0.38
Historic volatility: 0.15
Parity: 3.81
Time value: 0.61
Break-even: 194.20
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.43
Spread %: 10.78%
Delta: 0.86
Theta: -0.04
Omega: 3.67
Rho: 0.52
 

Quote data

Open: 4.33
High: 4.33
Low: 4.33
Previous Close: 4.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.99%
1 Month  
+2.61%
3 Months
  -0.23%
YTD  
+4.84%
1 Year  
+58.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.26 4.12
1M High / 1M Low: 4.82 3.68
6M High / 6M Low: 4.82 3.28
High (YTD): 2024-06-27 4.82
Low (YTD): 2024-05-29 3.28
52W High: 2024-06-27 4.82
52W Low: 2023-10-27 1.91
Avg. price 1W:   4.18
Avg. volume 1W:   0.00
Avg. price 1M:   4.40
Avg. volume 1M:   0.00
Avg. price 6M:   4.12
Avg. volume 6M:   0.00
Avg. price 1Y:   3.52
Avg. volume 1Y:   0.00
Volatility 1M:   80.47%
Volatility 6M:   67.21%
Volatility 1Y:   66.02%
Volatility 3Y:   -