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Goldman Sachs Call 498.07 RAA 20..../  DE000GZ670K3  /

EUWAX
2024-07-12  1:21:02 PM Chg.0.00 Bid2024-07-12 Ask2024-07-12 Underlying Strike price Expiration date Option type
2.91EUR 0.00% 2.91
Bid Size: 5,000		 2.96
Ask Size: 3,000		 RATIONAL AG 498.07 - 2024-12-20 Call
 

Master data

WKN: GZ670K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 498.07 -
Maturity: 2024-12-20
Issue date: 2022-12-29
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 2.60
Leverage: Yes

Calculated values

Fair value: 2.78
Intrinsic value: 2.70
Implied volatility: 0.62
Historic volatility: 0.27
Parity: 2.70
Time value: 0.26
Break-even: 794.07
Moneyness: 1.54
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 3.50%
Delta: 0.90
Theta: -0.21
Omega: 2.34
Rho: 1.75
 

Quote data

Open: 2.88
High: 2.91
Low: 2.88
Previous Close: 2.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.86%
3 Months
  -4.59%
YTD  
+23.31%
1 Year  
+33.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.91 2.80
1M High / 1M Low: 3.57 2.80
6M High / 6M Low: 3.57 2.35
High (YTD): 2024-06-27 3.57
Low (YTD): 2024-01-05 1.89
52W High: 2024-06-27 3.57
52W Low: 2023-10-27 1.00
Avg. price 1W:   2.86
Avg. volume 1W:   0.00
Avg. price 1M:   3.16
Avg. volume 1M:   0.00
Avg. price 6M:   2.98
Avg. volume 6M:   .36
Avg. price 1Y:   2.42
Avg. volume 1Y:   .18
Volatility 1M:   76.59%
Volatility 6M:   63.14%
Volatility 1Y:   72.00%
Volatility 3Y:   -