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Goldman Sachs Call 50 NWT 21.06.2.../  DE000GZ842E1  /

EUWAX
2024-05-31  10:54:42 AM Chg.+0.050 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.870EUR +6.10% -
Bid Size: -		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 50.00 - 2024-06-21 Call
 

Master data

WKN: GZ842E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-02-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.81
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.52
Implied volatility: 1.33
Historic volatility: 0.20
Parity: 0.52
Time value: 0.43
Break-even: 59.50
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 2.89
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.69
Theta: -0.16
Omega: 3.98
Rho: 0.02
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.43%
1 Month
  -6.45%
3 Months  
+33.85%
YTD  
+180.65%
1 Year  
+383.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.820
1M High / 1M Low: 1.130 0.820
6M High / 6M Low: 1.130 0.130
High (YTD): 2024-05-15 1.130
Low (YTD): 2024-01-18 0.140
52W High: 2024-05-15 1.130
52W Low: 2023-11-01 0.060
Avg. price 1W:   0.884
Avg. volume 1W:   0.000
Avg. price 1M:   0.996
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   0.000
Avg. price 1Y:   0.360
Avg. volume 1Y:   0.000
Volatility 1M:   83.54%
Volatility 6M:   209.46%
Volatility 1Y:   196.36%
Volatility 3Y:   -