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Goldman Sachs Call 250 3V64 17.01.../  DE000GZ7U4N2  /

EUWAX
2025-01-15  10:57:09 AM Chg.+0.06 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
5.82EUR +1.04% -
Bid Size: -		 -
Ask Size: -		 VISA INC. CL. A DL -... 250.00 - 2025-01-17 Call
 

Master data

WKN: GZ7U4N
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VISA INC. CL. A DL -,0001
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-01-17
Issue date: 2023-01-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.07
Leverage: Yes

Calculated values

Fair value: 4.99
Intrinsic value: 4.99
Implied volatility: 3.37
Historic volatility: 0.16
Parity: 4.99
Time value: 0.93
Break-even: 309.20
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 2.60%
Delta: 0.80
Theta: -5.20
Omega: 4.07
Rho: 0.01
 

Quote data

Open: 5.82
High: 5.82
Low: 5.82
Previous Close: 5.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.43%
1 Month
  -8.20%
3 Months  
+73.73%
YTD
  -12.35%
1 Year  
+68.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.13 5.53
1M High / 1M Low: 6.81 5.53
6M High / 6M Low: 6.81 1.86
High (YTD): 2025-01-02 6.59
Low (YTD): 2025-01-13 5.53
52W High: 2024-12-27 6.81
52W Low: 2024-07-25 1.86
Avg. price 1W:   5.82
Avg. volume 1W:   0.00
Avg. price 1M:   6.26
Avg. volume 1M:   0.00
Avg. price 6M:   4.12
Avg. volume 6M:   0.00
Avg. price 1Y:   3.99
Avg. volume 1Y:   0.00
Volatility 1M:   65.10%
Volatility 6M:   102.59%
Volatility 1Y:   92.68%
Volatility 3Y:   -