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Goldman Sachs Call 160 FI 17.01.2.../  DE000GZ7U593  /

EUWAX
09/07/2024  09:14:52 Chg.- Bid09:00:52 Ask09:00:52 Underlying Strike price Expiration date Option type
0.730EUR - 0.730
Bid Size: 5,000		 -
Ask Size: -		 Fiserv 160.00 - 17/01/2025 Call
 

Master data

WKN: GZ7U59
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 17/01/2025
Issue date: 31/01/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.87
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.15
Parity: -2.06
Time value: 0.78
Break-even: 167.80
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.42
Spread abs.: 0.12
Spread %: 18.18%
Delta: 0.37
Theta: -0.04
Omega: 6.56
Rho: 0.23
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.87%
1 Month
  -14.12%
3 Months
  -42.97%
YTD  
+69.77%
1 Year  
+28.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.630
1M High / 1M Low: 0.850 0.560
6M High / 6M Low: 1.490 0.480
High (YTD): 04/04/2024 1.490
Low (YTD): 03/01/2024 0.400
52W High: 04/04/2024 1.490
52W Low: 23/10/2023 0.150
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.712
Avg. volume 1M:   0.000
Avg. price 6M:   0.900
Avg. volume 6M:   0.000
Avg. price 1Y:   0.627
Avg. volume 1Y:   0.000
Volatility 1M:   113.31%
Volatility 6M:   135.98%
Volatility 1Y:   124.92%
Volatility 3Y:   -