Goldman Sachs Call 2.5 CEC 20.12.2024
/ DE000GZ7WL92
Goldman Sachs Call 2.5 CEC 20.12..../ DE000GZ7WL92 /
2024-07-08 1:15:23 PM |
Chg.-0.020 |
Bid2:36:38 PM |
Ask1:57:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-2.86% |
0.670 Bid Size: 30,000 |
- Ask Size: - |
CECONOMY AG INH O.N... |
2.50 - |
2024-12-20 |
Call |
Master data
WKN: |
GZ7WL9 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
CECONOMY AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.50 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.60 |
Historic volatility: |
0.49 |
Parity: |
0.37 |
Time value: |
0.29 |
Break-even: |
3.16 |
Moneyness: |
1.15 |
Premium: |
0.10 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.72 |
Theta: |
0.00 |
Omega: |
3.12 |
Rho: |
0.01 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.680 |
Previous Close: |
0.700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.00% |
1 Month |
|
|
-29.90% |
3 Months |
|
|
+277.78% |
YTD |
|
|
+21.43% |
1 Year |
|
|
+7.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.660 |
1M High / 1M Low: |
1.130 |
0.660 |
6M High / 6M Low: |
1.130 |
0.130 |
High (YTD): |
2024-06-12 |
1.130 |
Low (YTD): |
2024-03-21 |
0.130 |
52W High: |
2024-06-12 |
1.130 |
52W Low: |
2024-03-21 |
0.130 |
Avg. price 1W: |
|
0.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.904 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.459 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.481 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
139.45% |
Volatility 6M: |
|
144.72% |
Volatility 1Y: |
|
156.85% |
Volatility 3Y: |
|
- |