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Goldman Sachs Call 85 SRE 21.06.2.../  DE000GZ02V22  /

EUWAX
2024-05-17  10:50:25 AM Chg.-0.002 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.021EUR -8.70% -
Bid Size: -		 -
Ask Size: -		 Sempra 85.00 USD 2024-06-21 Call
 

Master data

WKN: GZ02V2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Sempra
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-06-21
Issue date: 2022-09-15
Last trading day: 2024-06-20
Ratio: 5:1
Exercise type: American
Quanto: No
Gearing: 117.16
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.17
Parity: -1.35
Time value: 0.12
Break-even: 78.82
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 1.78
Spread abs.: 0.10
Spread %: 454.55%
Delta: 0.18
Theta: -0.03
Omega: 21.21
Rho: 0.01
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month  
+133.33%
3 Months
  -70.00%
YTD
  -93.23%
1 Year
  -97.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.017
1M High / 1M Low: 0.030 0.003
6M High / 6M Low: 0.420 0.003
High (YTD): 2024-01-08 0.420
Low (YTD): 2024-05-08 0.003
52W High: 2023-05-23 0.800
52W Low: 2024-05-08 0.003
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.313
Avg. volume 1Y:   0.000
Volatility 1M:   1,577.79%
Volatility 6M:   738.66%
Volatility 1Y:   530.17%
Volatility 3Y:   -