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Goldman Sachs Call 10 SZU 21.06.2.../  DE000GZ1MY61  /

EUWAX
2024-06-07  6:24:56 PM Chg.+0.02 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
4.23EUR +0.48% -
Bid Size: -		 -
Ask Size: -		 SUEDZUCKER AG O.N. 10.00 - 2024-06-21 Call
 

Master data

WKN: GZ1MY6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2022-10-19
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.90
Leverage: Yes

Calculated values

Fair value: 4.21
Intrinsic value: 4.20
Implied volatility: 2.42
Historic volatility: 0.21
Parity: 4.20
Time value: 0.69
Break-even: 14.89
Moneyness: 1.42
Premium: 0.05
Premium p.a.: 2.79
Spread abs.: 0.70
Spread %: 16.71%
Delta: 0.84
Theta: -0.06
Omega: 2.44
Rho: 0.00
 

Quote data

Open: 4.24
High: 4.24
Low: 4.15
Previous Close: 4.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.67%
1 Month  
+18.16%
3 Months  
+41.47%
YTD
  -8.24%
1 Year
  -35.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.24 4.11
1M High / 1M Low: 4.24 3.54
6M High / 6M Low: 4.88 2.64
High (YTD): 2024-01-04 4.88
Low (YTD): 2024-03-19 2.64
52W High: 2023-07-06 7.45
52W Low: 2024-03-19 2.64
Avg. price 1W:   4.20
Avg. volume 1W:   0.00
Avg. price 1M:   3.94
Avg. volume 1M:   0.00
Avg. price 6M:   3.64
Avg. volume 6M:   0.00
Avg. price 1Y:   4.61
Avg. volume 1Y:   0.00
Volatility 1M:   51.04%
Volatility 6M:   62.81%
Volatility 1Y:   60.13%
Volatility 3Y:   -