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Goldman Sachs Call 60 ORC 21.06.2.../  DE000GZ05LM0  /

Frankfurt Zert./GS
2024-05-31  7:41:22 PM Chg.-0.320 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
5.120EUR -5.88% 5.260
Bid Size: 10,000		 5.330
Ask Size: 100		 ORACLE CORP. D... 60.00 - 2024-06-21 Call
 

Master data

WKN: GZ05LM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORACLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2022-09-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.03
Leverage: Yes

Calculated values

Fair value: 4.81
Intrinsic value: 4.80
Implied volatility: 2.81
Historic volatility: 0.29
Parity: 4.80
Time value: 0.53
Break-even: 113.30
Moneyness: 1.80
Premium: 0.05
Premium p.a.: 1.39
Spread abs.: 0.07
Spread %: 1.33%
Delta: 0.89
Theta: -0.34
Omega: 1.80
Rho: 0.02
 

Quote data

Open: 5.260
High: 5.280
Low: 5.060
Previous Close: 5.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.03%
1 Month
  -0.19%
3 Months  
+2.20%
YTD  
+19.91%
1 Year  
+13.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.950 5.120
1M High / 1M Low: 6.030 5.120
6M High / 6M Low: 6.490 3.800
High (YTD): 2024-03-21 6.490
Low (YTD): 2024-01-05 4.010
52W High: 2024-03-21 6.490
52W Low: 2023-12-14 3.800
Avg. price 1W:   5.648
Avg. volume 1W:   0.000
Avg. price 1M:   5.591
Avg. volume 1M:   0.000
Avg. price 6M:   5.163
Avg. volume 6M:   2.705
Avg. price 1Y:   5.167
Avg. volume 1Y:   1.304
Volatility 1M:   46.68%
Volatility 6M:   60.43%
Volatility 1Y:   59.98%
Volatility 3Y:   -