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Goldman Sachs Call 10 BOY 21.06.2.../  DE000GZ6LAF5  /

EUWAX
2024-05-31  10:27:30 AM Chg.+0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.230EUR +15.00% -
Bid Size: -		 -
Ask Size: -		 BCO BIL.VIZ.ARG.NOM.... 10.00 - 2024-06-21 Call
 

Master data

WKN: GZ6LAF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2023-01-06
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 30.03
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -0.06
Time value: 0.33
Break-even: 10.33
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 1.02
Spread abs.: 0.13
Spread %: 63.05%
Delta: 0.50
Theta: -0.01
Omega: 15.00
Rho: 0.00
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.81%
1 Month
  -77.23%
3 Months  
+43.75%
YTD  
+296.55%
1 Year  
+289.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.200
1M High / 1M Low: 0.600 0.200
6M High / 6M Low: 1.220 0.028
High (YTD): 2024-04-04 1.220
Low (YTD): 2024-01-29 0.028
52W High: 2024-04-04 1.220
52W Low: 2024-01-29 0.028
Avg. price 1W:   0.233
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.344
Avg. volume 6M:   0.000
Avg. price 1Y:   0.207
Avg. volume 1Y:   0.000
Volatility 1M:   412.20%
Volatility 6M:   345.18%
Volatility 1Y:   279.42%
Volatility 3Y:   -