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Goldman Sachs Call 25 HAL 17.01.2.../  DE000GZ9UVA7  /

EUWAX
2024-07-04  9:07:49 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.880EUR - -
Bid Size: -		 -
Ask Size: -		 HALLIBURTON CO. DL... 25.00 - 2025-01-17 Call
 

Master data

WKN: GZ9UVA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HALLIBURTON CO. DL 2,50
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2025-01-17
Issue date: 2023-05-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.55
Implied volatility: 0.59
Historic volatility: 0.24
Parity: 0.55
Time value: 0.28
Break-even: 33.30
Moneyness: 1.22
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.77
Theta: -0.01
Omega: 2.82
Rho: 0.08
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month     0.00%
3 Months
  -42.86%
YTD
  -24.79%
1 Year
  -16.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.870
1M High / 1M Low: 0.980 0.820
6M High / 6M Low: 1.590 0.820
High (YTD): 2024-04-12 1.590
Low (YTD): 2024-06-17 0.820
52W High: 2023-10-19 1.910
52W Low: 2024-06-17 0.820
Avg. price 1W:   0.885
Avg. volume 1W:   0.000
Avg. price 1M:   0.903
Avg. volume 1M:   0.000
Avg. price 6M:   1.149
Avg. volume 6M:   0.000
Avg. price 1Y:   1.319
Avg. volume 1Y:   0.000
Volatility 1M:   72.33%
Volatility 6M:   68.58%
Volatility 1Y:   68.28%
Volatility 3Y:   -