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Goldman Sachs Call 220 IUI1 21.06.../  DE000GZ950Q6  /

Frankfurt Zert./GS
2024-04-30  6:36:13 PM Chg.-0.030 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.440EUR -2.04% -
Bid Size: -		 -
Ask Size: -		 INTUITIVE SURGIC. DL... 220.00 - 2024-06-21 Call
 

Master data

WKN: GZ950Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: INTUITIVE SURGIC. DL-,001
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-02-24
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.15
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.51
Implied volatility: 2.91
Historic volatility: 0.24
Parity: 1.51
Time value: 0.21
Break-even: 392.00
Moneyness: 1.68
Premium: 0.06
Premium p.a.: 2.13
Spread abs.: 0.03
Spread %: 1.78%
Delta: 0.87
Theta: -1.41
Omega: 1.88
Rho: 0.07
 

Quote data

Open: 1.420
High: 1.440
Low: 1.420
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -12.20%
YTD  
+25.22%
1 Year  
+35.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 1.710 0.930
High (YTD): 2024-03-28 1.710
Low (YTD): 2024-01-08 1.020
52W High: 2024-03-28 1.710
52W Low: 2023-10-20 0.520
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   1.400
Avg. volume 6M:   0.000
Avg. price 1Y:   1.127
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   55.52%
Volatility 1Y:   79.34%
Volatility 3Y:   -