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Goldman Sachs Call 350 AMG 21.06..../  DE000GZ901F2  /

EUWAX
2024-05-23  9:27:06 AM Chg.-0.010 Bid6:26:30 PM Ask6:26:30 PM Underlying Strike price Expiration date Option type
0.030EUR -25.00% 0.035
Bid Size: 10,000		 0.065
Ask Size: 10,000		 AMGEN INC. DL-... 350.00 - 2024-06-21 Call
 

Master data

WKN: GZ901F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 214.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.23
Parity: -6.42
Time value: 0.13
Break-even: 351.33
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 12.42
Spread abs.: 0.10
Spread %: 303.03%
Delta: 0.08
Theta: -0.10
Omega: 17.18
Rho: 0.02
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month  
+11.11%
3 Months
  -70.00%
YTD
  -86.36%
1 Year
  -55.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.040
1M High / 1M Low: 0.240 0.022
6M High / 6M Low: 0.860 0.022
High (YTD): 2024-02-06 0.860
Low (YTD): 2024-04-29 0.022
52W High: 2024-02-06 0.860
52W Low: 2024-04-29 0.022
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   2,470.95%
Volatility 6M:   1,029.30%
Volatility 1Y:   764.75%
Volatility 3Y:   -