OverviewChartNewsTraderScreen

Goldman Sachs Call 7 BOY 21.06.20.../  DE000GZ2YFZ4  /

EUWAX
2024-06-07  10:09:32 AM Chg.+0.27 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
2.83EUR +10.55% -
Bid Size: -		 -
Ask Size: -		 BCO BIL.VIZ.ARG.NOM.... 7.00 - 2024-06-21 Call
 

Master data

WKN: GZ2YFZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 2024-06-21
Issue date: 2022-11-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.26
Leverage: Yes

Calculated values

Fair value: 2.81
Intrinsic value: 2.80
Implied volatility: 1.65
Historic volatility: 0.24
Parity: 2.80
Time value: 0.21
Break-even: 10.01
Moneyness: 1.40
Premium: 0.02
Premium p.a.: 0.75
Spread abs.: 0.30
Spread %: 11.07%
Delta: 0.89
Theta: -0.02
Omega: 2.89
Rho: 0.00
 

Quote data

Open: 2.83
High: 2.83
Low: 2.83
Previous Close: 2.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.67%
1 Month
  -7.82%
3 Months  
+1.43%
YTD  
+102.14%
1 Year  
+396.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.08 2.42
1M High / 1M Low: 3.34 2.42
6M High / 6M Low: 4.20 1.18
High (YTD): 2024-04-04 4.20
Low (YTD): 2024-01-19 1.18
52W High: 2024-04-04 4.20
52W Low: 2023-06-13 0.53
Avg. price 1W:   2.70
Avg. volume 1W:   0.00
Avg. price 1M:   2.92
Avg. volume 1M:   0.00
Avg. price 6M:   2.54
Avg. volume 6M:   0.00
Avg. price 1Y:   1.72
Avg. volume 1Y:   0.00
Volatility 1M:   113.78%
Volatility 6M:   105.86%
Volatility 1Y:   109.01%
Volatility 3Y:   -