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Goldman Sachs Call 6 BOY 20.12.20.../  DE000GZ6BTS9  /

EUWAX
2024-06-07  10:01:24 AM Chg.+0.26 Bid1:14:54 PM Ask1:14:54 PM Underlying Strike price Expiration date Option type
3.94EUR +7.07% 3.91
Bid Size: 30,000		 3.92
Ask Size: 30,000		 BCO BIL.VIZ.ARG.NOM.... 6.00 - 2024-12-20 Call
 

Master data

WKN: GZ6BTS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 2024-12-20
Issue date: 2023-01-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.43
Leverage: Yes

Calculated values

Fair value: 3.92
Intrinsic value: 3.80
Implied volatility: 0.51
Historic volatility: 0.24
Parity: 3.80
Time value: 0.23
Break-even: 10.03
Moneyness: 1.63
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.40
Spread %: 11.02%
Delta: 0.94
Theta: 0.00
Omega: 2.28
Rho: 0.03
 

Quote data

Open: 3.94
High: 3.94
Low: 3.94
Previous Close: 3.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.14%
1 Month
  -5.52%
3 Months  
+3.96%
YTD  
+66.24%
1 Year  
+228.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.20 3.55
1M High / 1M Low: 4.45 3.55
6M High / 6M Low: 5.20 2.15
High (YTD): 2024-04-04 5.20
Low (YTD): 2024-01-19 2.15
52W High: 2024-04-04 5.20
52W Low: 2023-06-13 1.16
Avg. price 1W:   3.82
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   3.57
Avg. volume 6M:   0.00
Avg. price 1Y:   2.63
Avg. volume 1Y:   0.00
Volatility 1M:   82.30%
Volatility 6M:   71.56%
Volatility 1Y:   72.58%
Volatility 3Y:   -