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Goldman Sachs Call 1991.07 HMI 20.../  DE000GZ66Z62  /

EUWAX
2024-11-12  4:24:39 PM Chg.-0.57 Bid9:33:53 PM Ask9:33:53 PM Underlying Strike price Expiration date Option type
0.76EUR -42.86% 0.65
Bid Size: 5,000		 0.95
Ask Size: 3,000		 HERMES INTERNATIONAL... 1,991.07 - 2024-12-20 Call
 

Master data

WKN: GZ66Z6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 1,991.07 -
Maturity: 2024-12-20
Issue date: 2022-12-29
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 13.22
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.58
Implied volatility: 0.46
Historic volatility: 0.24
Parity: 0.58
Time value: 0.97
Break-even: 2,146.07
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.56
Spread abs.: 0.50
Spread %: 47.62%
Delta: 0.61
Theta: -1.63
Omega: 8.11
Rho: 1.15
 

Quote data

Open: 0.76
High: 0.76
Low: 0.76
Previous Close: 1.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.28%
1 Month
  -61.22%
3 Months
  -50.97%
YTD
  -60.82%
1 Year
  -54.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.33
1M High / 1M Low: 2.03 1.28
6M High / 6M Low: 4.23 0.73
High (YTD): 2024-03-28 5.19
Low (YTD): 2024-09-23 0.73
52W High: 2024-03-28 5.19
52W Low: 2024-09-23 0.73
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   2.19
Avg. volume 6M:   0.00
Avg. price 1Y:   2.65
Avg. volume 1Y:   .36
Volatility 1M:   212.20%
Volatility 6M:   231.93%
Volatility 1Y:   184.03%
Volatility 3Y:   -