Goldman Sachs Call 8 BOY 21.06.20.../  DE000GZ1MXK6  /

EUWAX
2024-06-07  9:51:33 AM Chg.+0.26 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.83EUR +16.56% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 8.00 - 2024-06-21 Call
 

Master data

WKN: GZ1MXK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2024-06-21
Issue date: 2022-10-19
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.83
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.80
Implied volatility: 1.20
Historic volatility: 0.24
Parity: 1.80
Time value: 0.23
Break-even: 10.03
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.84
Spread abs.: 0.49
Spread %: 31.82%
Delta: 0.84
Theta: -0.02
Omega: 4.04
Rho: 0.00
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.50%
1 Month
  -22.78%
3 Months
  -7.11%
YTD  
+181.54%
1 Year  
+577.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.09 1.48
1M High / 1M Low: 2.37 1.48
6M High / 6M Low: 3.18 0.46
High (YTD): 2024-04-04 3.18
Low (YTD): 2024-01-19 0.46
52W High: 2024-04-04 3.18
52W Low: 2023-09-07 0.23
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.94
Avg. volume 1M:   0.00
Avg. price 6M:   1.64
Avg. volume 6M:   0.00
Avg. price 1Y:   1.04
Avg. volume 1Y:   0.00
Volatility 1M:   154.00%
Volatility 6M:   164.70%
Volatility 1Y:   153.13%
Volatility 3Y:   -