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Goldman Sachs Call 996.14 RAA 20..../  DE000GZ6W4K7  /

EUWAX
09/08/2024  10:41:54 Chg.+0.010 Bid10:54:06 Ask10:54:06 Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.200
Bid Size: 10,000		 0.250
Ask Size: 3,000		 RATIONAL AG 996.14 - 20/12/2024 Call
 

Master data

WKN: GZ6W4K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 996.14 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 29.88
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -1.30
Time value: 0.29
Break-even: 1,025.14
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.59
Spread abs.: 0.07
Spread %: 31.82%
Delta: 0.30
Theta: -0.25
Omega: 8.83
Rho: 0.83
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+81.82%
3 Months
  -16.67%
YTD
  -20.00%
1 Year
  -31.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.090
1M High / 1M Low: 0.210 0.090
6M High / 6M Low: 0.320 0.090
High (YTD): 27/03/2024 0.320
Low (YTD): 05/08/2024 0.090
52W High: 30/08/2023 0.380
52W Low: 05/08/2024 0.090
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.212
Avg. volume 1Y:   0.000
Volatility 1M:   311.41%
Volatility 6M:   206.31%
Volatility 1Y:   164.77%
Volatility 3Y:   -