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Goldman Sachs Call 250 ADP 17.01..../  DE000GZ7P5D7  /

EUWAX
9/6/2024  10:37:40 AM Chg.-0.35 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
2.51EUR -12.24% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 250.00 - 1/17/2025 Call
 

Master data

WKN: GZ7P5D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 1/17/2025
Issue date: 1/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.69
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.16
Parity: -0.68
Time value: 2.51
Break-even: 275.10
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 1.21%
Delta: 0.53
Theta: -0.11
Omega: 5.17
Rho: 0.38
 

Quote data

Open: 2.51
High: 2.51
Low: 2.51
Previous Close: 2.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.92%
1 Month  
+4.15%
3 Months  
+84.56%
YTD  
+73.10%
1 Year
  -15.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.94 2.64
1M High / 1M Low: 2.94 1.95
6M High / 6M Low: 2.94 0.75
High (YTD): 9/3/2024 2.94
Low (YTD): 7/11/2024 0.75
52W High: 9/6/2023 2.96
52W Low: 7/11/2024 0.75
Avg. price 1W:   2.84
Avg. volume 1W:   0.00
Avg. price 1M:   2.41
Avg. volume 1M:   0.00
Avg. price 6M:   1.67
Avg. volume 6M:   0.00
Avg. price 1Y:   1.78
Avg. volume 1Y:   0.00
Volatility 1M:   111.61%
Volatility 6M:   142.82%
Volatility 1Y:   130.06%
Volatility 3Y:   -