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

EUWAX
11/09/2024  10:51:22 Chg.0.00 Bid19:09:47 Ask19:09:47 Underlying Strike price Expiration date Option type
1.43EUR 0.00% 1.46
Bid Size: 20,000
1.48
Ask Size: 20,000
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: 4.03
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.61
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 0.61
Time value: 0.89
Break-even: 69.45
Moneyness: 1.11
Premium: 0.15
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 3.45%
Delta: 0.71
Theta: -0.01
Omega: 2.88
Rho: 0.38
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+45.92%
3 Months  
+4.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.43
1M High / 1M Low: 1.85 0.91
6M High / 6M Low: 2.06 0.90
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   1.36
Avg. volume 6M:   1.06
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.95%
Volatility 6M:   89.68%
Volatility 1Y:   -
Volatility 3Y:   -