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

EUWAX
2024-06-06  10:12:49 AM Chg.-0.020 Bid8:22:06 PM Ask8:22:06 PM Underlying Strike price Expiration date Option type
0.800EUR -2.44% 0.730
Bid Size: 100,000		 0.740
Ask Size: 100,000		 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: 6.58
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.40
Implied volatility: 1.43
Historic volatility: 0.20
Parity: 0.40
Time value: 0.42
Break-even: 58.20
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 5.29
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.66
Theta: -0.19
Omega: 4.35
Rho: 0.01
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month
  -15.79%
3 Months  
+8.11%
YTD  
+158.06%
1 Year  
+321.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 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:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   0.984
Avg. volume 1M:   0.000
Avg. price 6M:   0.593
Avg. volume 6M:   0.000
Avg. price 1Y:   0.368
Avg. volume 1Y:   0.000
Volatility 1M:   90.41%
Volatility 6M:   209.01%
Volatility 1Y:   195.51%
Volatility 3Y:   -