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Goldman Sachs Call 40 FRE 20.12.2.../  DE000GZ66YF9  /

EUWAX
2024-05-31  9:45:15 AM Chg.+0.001 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.023EUR +4.55% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 40.00 - 2024-12-20 Call
 

Master data

WKN: GZ66YF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2022-12-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 67.51
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -1.10
Time value: 0.04
Break-even: 40.43
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.81
Spread abs.: 0.02
Spread %: 86.96%
Delta: 0.13
Theta: 0.00
Omega: 9.03
Rho: 0.02
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month
  -17.86%
3 Months     0.00%
YTD
  -61.02%
1 Year
  -74.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.022
1M High / 1M Low: 0.038 0.016
6M High / 6M Low: 0.100 0.011
High (YTD): 2024-01-05 0.070
Low (YTD): 2024-03-26 0.011
52W High: 2023-08-15 0.150
52W Low: 2024-03-26 0.011
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.060
Avg. volume 1Y:   0.000
Volatility 1M:   294.57%
Volatility 6M:   214.65%
Volatility 1Y:   183.95%
Volatility 3Y:   -