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Goldman Sachs Call 200 ADP 21.06..../  DE000GZ9NAQ2  /

EUWAX
2024-05-23  11:15:55 AM Chg.+0.25 Bid1:23:37 PM Ask1:23:37 PM Underlying Strike price Expiration date Option type
5.13EUR +5.12% 5.15
Bid Size: 5,000		 5.22
Ask Size: 5,000		 AUTOM. DATA PROC. DL... 200.00 - 2024-06-21 Call
 

Master data

WKN: GZ9NAQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2023-03-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 3.53
Intrinsic value: 3.47
Implied volatility: 1.25
Historic volatility: 0.17
Parity: 3.47
Time value: 1.64
Break-even: 251.10
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 1.35
Spread abs.: 0.05
Spread %: 0.99%
Delta: 0.74
Theta: -0.48
Omega: 3.39
Rho: 0.10
 

Quote data

Open: 5.13
High: 5.13
Low: 5.13
Previous Close: 4.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.33%
1 Month  
+12.50%
3 Months
  -2.84%
YTD  
+43.30%
1 Year  
+58.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.91 4.41
1M High / 1M Low: 4.91 4.07
6M High / 6M Low: 5.50 3.27
High (YTD): 2024-02-26 5.50
Low (YTD): 2024-01-02 3.63
52W High: 2023-09-04 5.96
52W Low: 2023-11-01 2.28
Avg. price 1W:   4.74
Avg. volume 1W:   0.00
Avg. price 1M:   4.46
Avg. volume 1M:   0.00
Avg. price 6M:   4.28
Avg. volume 6M:   0.00
Avg. price 1Y:   4.30
Avg. volume 1Y:   0.00
Volatility 1M:   80.41%
Volatility 6M:   70.40%
Volatility 1Y:   82.33%
Volatility 3Y:   -