Goldman Sachs Call 60 G1A 20.12.2.../  DE000GZ6BTM2  /

EUWAX
7/22/2024  4:20:15 PM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.003EUR 0.00% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 60.00 - 12/20/2024 Call
 

Master data

WKN: GZ6BTM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/20/2024
Issue date: 1/2/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 75.47
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.19
Parity: -2.00
Time value: 0.05
Break-even: 60.53
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 1.72
Spread abs.: 0.05
Spread %: 1,666.67%
Delta: 0.11
Theta: -0.01
Omega: 8.20
Rho: 0.02
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.00%
3 Months
  -57.14%
YTD
  -81.25%
1 Year
  -97.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.003
1M High / 1M Low: 0.005 0.003
6M High / 6M Low: 0.015 0.003
High (YTD): 2/20/2024 0.015
Low (YTD): 7/19/2024 0.003
52W High: 8/3/2023 0.100
52W Low: 7/19/2024 0.003
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.008
Avg. volume 6M:   0.000
Avg. price 1Y:   0.022
Avg. volume 1Y:   0.000
Volatility 1M:   248.75%
Volatility 6M:   188.44%
Volatility 1Y:   175.82%
Volatility 3Y:   -