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Goldman Sachs Call 796.91 RAA 20..../  DE000GZ694P2  /

EUWAX
2024-07-12  10:48:51 AM Chg.-0.010 Bid12:41:07 PM Ask12:41:07 PM Underlying Strike price Expiration date Option type
0.590EUR -1.67% 0.600
Bid Size: 10,000		 0.650
Ask Size: 3,000		 RATIONAL AG 796.91 - 2024-12-20 Call
 

Master data

WKN: GZ694P
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 796.91 -
Maturity: 2024-12-20
Issue date: 2022-12-30
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 11.61
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -0.28
Time value: 0.66
Break-even: 863.11
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.30
Spread abs.: 0.09
Spread %: 15.13%
Delta: 0.51
Theta: -0.26
Omega: 5.96
Rho: 1.45
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.81%
1 Month
  -41.00%
3 Months
  -32.95%
YTD
  -1.67%
1 Year
  -10.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.560
1M High / 1M Low: 1.050 0.560
6M High / 6M Low: 1.050 0.560
High (YTD): 2024-06-27 1.050
Low (YTD): 2024-01-05 0.410
52W High: 2024-06-27 1.050
52W Low: 2023-10-30 0.200
Avg. price 1W:   0.585
Avg. volume 1W:   0.000
Avg. price 1M:   0.796
Avg. volume 1M:   0.000
Avg. price 6M:   0.810
Avg. volume 6M:   0.000
Avg. price 1Y:   0.639
Avg. volume 1Y:   0.000
Volatility 1M:   183.25%
Volatility 6M:   142.08%
Volatility 1Y:   133.99%
Volatility 3Y:   -