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

EUWAX
2024-10-15  3:47:00 PM Chg.+0.18 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
6.68EUR +2.77% -
Bid Size: -		 -
Ask Size: -		 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: 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  
+7.92%
1 Month  
+10.60%
3 Months  
+47.46%
YTD  
+61.74%
1 Year  
+186.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.68 6.19
1M High / 1M Low: 6.68 5.44
6M High / 6M Low: 6.68 3.28
High (YTD): 2024-10-15 6.68
Low (YTD): 2024-05-29 3.28
52W High: 2024-10-15 6.68
52W Low: 2023-10-27 1.91
Avg. price 1W:   6.37
Avg. volume 1W:   0.00
Avg. price 1M:   6.15
Avg. volume 1M:   0.00
Avg. price 6M:   4.63
Avg. volume 6M:   0.00
Avg. price 1Y:   4.15
Avg. volume 1Y:   0.00
Volatility 1M:   49.41%
Volatility 6M:   68.65%
Volatility 1Y:   63.42%
Volatility 3Y:   -