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Goldman Sachs Call 40 8GM 20.09.2.../  DE000GZ5XUW5  /

EUWAX
16/07/2024  09:58:06 Chg.- Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.900EUR - -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 40.00 - 20/09/2024 Call
 

Master data

WKN: GZ5XUW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 20/09/2024
Issue date: 22/12/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.99
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.52
Implied volatility: 0.83
Historic volatility: 0.26
Parity: 0.52
Time value: 0.38
Break-even: 49.06
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 1.12%
Delta: 0.71
Theta: -0.04
Omega: 3.53
Rho: 0.04
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.63%
1 Month  
+26.76%
3 Months  
+80.00%
YTD  
+275.00%
1 Year  
+73.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.640
1M High / 1M Low: 0.940 0.620
6M High / 6M Low: 0.940 0.160
High (YTD): 15/07/2024 0.940
Low (YTD): 24/01/2024 0.160
52W High: 15/07/2024 0.940
52W Low: 13/11/2023 0.059
Avg. price 1W:   0.798
Avg. volume 1W:   0.000
Avg. price 1M:   0.736
Avg. volume 1M:   0.000
Avg. price 6M:   0.514
Avg. volume 6M:   0.000
Avg. price 1Y:   0.369
Avg. volume 1Y:   197.628
Volatility 1M:   147.20%
Volatility 6M:   165.57%
Volatility 1Y:   169.01%
Volatility 3Y:   -