Goldman Sachs Call 60 ZM 16.01.20.../  DE000GG24ES3  /

EUWAX
17/09/2024  11:16:58 Chg.- Bid09:08:51 Ask09:08:51 Underlying Strike price Expiration date Option type
1.50EUR - 1.54
Bid Size: 5,000
-
Ask Size: -
Zoom Video Communica... 60.00 USD 16/01/2026 Call
 

Master data

WKN: GG24ES
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Zoom Video Communications Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 16/01/2026
Issue date: 25/01/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.98
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.73
Implied volatility: 0.38
Historic volatility: 0.27
Parity: 0.73
Time value: 0.81
Break-even: 69.35
Moneyness: 1.14
Premium: 0.13
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 2.67%
Delta: 0.73
Theta: -0.01
Omega: 2.90
Rho: 0.39
 

Quote data

Open: 1.50
High: 1.50
Low: 1.50
Previous Close: 1.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.90%
1 Month  
+50.00%
3 Months  
+48.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.51 1.43
1M High / 1M Low: 1.85 1.02
6M High / 6M Low: 1.85 0.90
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   1.34
Avg. volume 6M:   1.06
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.16%
Volatility 6M:   87.99%
Volatility 1Y:   -
Volatility 3Y:   -