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

EUWAX
15/10/2024  15:47:00 Chg.+0.18 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
6.68EUR +2.77% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 150.00 - 20/12/2024 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: 20/12/2024
Issue date: 30/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.07
Leverage: Yes

Calculated values

Fair value: 6.52
Intrinsic value: 6.43
Implied volatility: 0.81
Historic volatility: 0.15
Parity: 6.43
Time value: 0.55
Break-even: 219.80
Moneyness: 1.43
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.74
Spread %: 11.86%
Delta: 0.89
Theta: -0.12
Omega: 2.73
Rho: 0.22
 

Quote data

Open: 6.78
High: 6.78
Low: 6.68
Previous Close: 6.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.44%
1 Month  
+10.23%
3 Months  
+43.66%
YTD  
+61.74%
1 Year  
+199.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.50 6.16
1M High / 1M Low: 6.50 5.44
6M High / 6M Low: 6.50 3.28
High (YTD): 14/10/2024 6.50
Low (YTD): 29/05/2024 3.28
52W High: 14/10/2024 6.50
52W Low: 27/10/2023 1.91
Avg. price 1W:   6.27
Avg. volume 1W:   0.00
Avg. price 1M:   6.12
Avg. volume 1M:   0.00
Avg. price 6M:   4.61
Avg. volume 6M:   0.00
Avg. price 1Y:   4.14
Avg. volume 1Y:   0.00
Volatility 1M:   50.01%
Volatility 6M:   68.84%
Volatility 1Y:   63.51%
Volatility 3Y:   -