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

EUWAX
8/9/2024  9:55:04 AM Chg.-0.03 Bid11:52:11 AM Ask11:52:11 AM Underlying Strike price Expiration date Option type
1.09EUR -2.68% 1.04
Bid Size: 10,000		 1.09
Ask Size: 3,000		 RATIONAL AG 796.91 - 12/20/2024 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: 12/20/2024
Issue date: 12/30/2022
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 7.22
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.70
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.70
Time value: 0.50
Break-even: 916.91
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.07
Spread %: 6.19%
Delta: 0.71
Theta: -0.30
Omega: 5.11
Rho: 1.80
 

Quote data

Open: 1.09
High: 1.09
Low: 1.09
Previous Close: 1.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+109.62%
1 Month  
+94.64%
3 Months  
+17.20%
YTD  
+81.67%
1 Year  
+84.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.13 0.50
1M High / 1M Low: 1.13 0.50
6M High / 6M Low: 1.13 0.50
High (YTD): 8/7/2024 1.13
Low (YTD): 1/5/2024 0.41
52W High: 8/7/2024 1.13
52W Low: 10/30/2023 0.20
Avg. price 1W:   0.81
Avg. volume 1W:   0.00
Avg. price 1M:   0.67
Avg. volume 1M:   0.00
Avg. price 6M:   0.81
Avg. volume 6M:   0.00
Avg. price 1Y:   0.64
Avg. volume 1Y:   0.00
Volatility 1M:   280.75%
Volatility 6M:   176.63%
Volatility 1Y:   154.74%
Volatility 3Y:   -