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Goldman Sachs Call 150 UWS 17.01..../  DE000GZ7P544  /

EUWAX
2024-11-11  10:21:31 AM Chg.- Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
7.06EUR - -
Bid Size: -		 -
Ask Size: -		 WASTE MANAGEMENT 150.00 - 2025-01-17 Call
 

Master data

WKN: GZ7P54
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-01-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.96
Leverage: Yes

Calculated values

Fair value: 6.05
Intrinsic value: 5.97
Implied volatility: 1.07
Historic volatility: 0.16
Parity: 5.97
Time value: 1.12
Break-even: 220.90
Moneyness: 1.40
Premium: 0.05
Premium p.a.: 0.33
Spread abs.: 0.10
Spread %: 1.43%
Delta: 0.84
Theta: -0.19
Omega: 2.47
Rho: 0.19
 

Quote data

Open: 7.06
High: 7.06
Low: 7.06
Previous Close: 7.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.74%
1 Month  
+22.15%
3 Months  
+29.78%
YTD  
+113.29%
1 Year  
+134.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.08 6.10
1M High / 1M Low: 7.08 5.48
6M High / 6M Low: 7.08 4.68
High (YTD): 2024-11-08 7.08
Low (YTD): 2024-01-05 3.27
52W High: 2024-11-08 7.08
52W Low: 2023-11-29 2.68
Avg. price 1W:   6.68
Avg. volume 1W:   0.00
Avg. price 1M:   6.07
Avg. volume 1M:   0.00
Avg. price 6M:   5.69
Avg. volume 6M:   0.00
Avg. price 1Y:   5.16
Avg. volume 1Y:   0.00
Volatility 1M:   72.76%
Volatility 6M:   61.28%
Volatility 1Y:   54.83%
Volatility 3Y:   -