OverviewChartNewsTraderScreen

Goldman Sachs Call 597.68 RAA 20..../  DE000GZ690B0  /

EUWAX
2024-07-12  1:24:16 PM Chg.+0.01 Bid1:32:53 PM Ask1:32:53 PM Underlying Strike price Expiration date Option type
2.00EUR +0.50% 2.01
Bid Size: 10,000		 2.06
Ask Size: 3,000		 RATIONAL AG 597.68 - 2024-12-20 Call
 

Master data

WKN: GZ690B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 597.68 -
Maturity: 2024-12-20
Issue date: 2022-12-30
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 1.84
Intrinsic value: 1.71
Implied volatility: 0.49
Historic volatility: 0.27
Parity: 1.71
Time value: 0.34
Break-even: 802.68
Moneyness: 1.29
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 5.13%
Delta: 0.84
Theta: -0.23
Omega: 3.14
Rho: 1.94
 

Quote data

Open: 1.97
High: 2.00
Low: 1.97
Previous Close: 1.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month
  -21.88%
3 Months
  -8.68%
YTD  
+23.46%
1 Year  
+30.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 1.91
1M High / 1M Low: 2.65 1.91
6M High / 6M Low: 2.65 1.57
High (YTD): 2024-06-27 2.65
Low (YTD): 2024-01-05 1.23
52W High: 2024-06-27 2.65
52W Low: 2023-10-27 0.55
Avg. price 1W:   1.96
Avg. volume 1W:   0.00
Avg. price 1M:   2.25
Avg. volume 1M:   0.00
Avg. price 6M:   2.12
Avg. volume 6M:   0.00
Avg. price 1Y:   1.67
Avg. volume 1Y:   0.00
Volatility 1M:   103.42%
Volatility 6M:   82.96%
Volatility 1Y:   93.33%
Volatility 3Y:   -