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Goldman Sachs Call 87.5 SRE 21.06.../  DE000GZ02V30  /

EUWAX
2024-06-06  5:26:51 PM Chg.- Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -		 -
Ask Size: -		 Sempra 87.50 USD 2024-06-21 Call
 

Master data

WKN: GZ02V3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Sempra
Type: Warrant
Option type: Call
Strike price: 87.50 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: 92.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.17
Parity: -2.11
Time value: 0.15
Break-even: 81.09
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 49.45
Spread abs.: 0.15
Spread %: 15,000.00%
Delta: 0.16
Theta: -0.08
Omega: 15.07
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -85.71%
3 Months
  -96.15%
YTD
  -99.52%
1 Year
  -99.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.013 0.001
6M High / 6M Low: 0.290 0.001
High (YTD): 2024-01-08 0.290
Low (YTD): 2024-06-06 0.001
52W High: 2023-08-22 0.920
52W Low: 2024-06-06 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   0.207
Avg. volume 1Y:   0.000
Volatility 1M:   2,021.71%
Volatility 6M:   996.26%
Volatility 1Y:   739.48%
Volatility 3Y:   -