Goldman Sachs Call 50 G1A 20.12.2.../  DE000GZ6DPH6  /

EUWAX
9/11/2024  4:24:59 PM Chg.-0.002 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.024EUR -7.69% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 50.00 - 12/20/2024 Call
 

Master data

WKN: GZ6DPH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 12/20/2024
Issue date: 1/3/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 54.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -0.77
Time value: 0.08
Break-even: 50.78
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.95
Spread abs.: 0.05
Spread %: 200.00%
Delta: 0.20
Theta: -0.01
Omega: 11.09
Rho: 0.02
 

Quote data

Open: 0.027
High: 0.028
Low: 0.024
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month  
+41.18%
3 Months
  -20.00%
YTD
  -65.71%
1 Year
  -78.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.022
1M High / 1M Low: 0.033 0.013
6M High / 6M Low: 0.070 0.013
High (YTD): 3/27/2024 0.070
Low (YTD): 8/19/2024 0.013
52W High: 9/22/2023 0.120
52W Low: 8/19/2024 0.013
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   0.048
Avg. volume 1Y:   0.000
Volatility 1M:   283.76%
Volatility 6M:   209.87%
Volatility 1Y:   190.69%
Volatility 3Y:   -