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Goldman Sachs Call 100 ADS 20.12..../  DE000GZ66Y55  /

EUWAX
2024-05-28  4:03:54 PM Chg.-0.14 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
12.48EUR -1.11% -
Bid Size: -		 -
Ask Size: -		 ADIDAS AG NA O.N. 100.00 - 2024-12-20 Call
 

Master data

WKN: GZ66Y5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2022-12-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.72
Leverage: Yes

Calculated values

Fair value: 12.48
Intrinsic value: 12.27
Implied volatility: 0.88
Historic volatility: 0.29
Parity: 12.27
Time value: 0.70
Break-even: 229.70
Moneyness: 2.23
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.50
Spread %: 4.01%
Delta: 0.94
Theta: -0.05
Omega: 1.62
Rho: 0.45
 

Quote data

Open: 12.47
High: 12.48
Low: 12.47
Previous Close: 12.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.29%
1 Month
  -3.41%
3 Months  
+32.77%
YTD  
+39.29%
1 Year  
+90.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.10 12.58
1M High / 1M Low: 13.46 12.28
6M High / 6M Low: 13.46 6.92
High (YTD): 2024-04-29 13.46
Low (YTD): 2024-01-18 6.92
52W High: 2024-04-29 13.46
52W Low: 2023-06-01 6.08
Avg. price 1W:   12.83
Avg. volume 1W:   0.00
Avg. price 1M:   12.91
Avg. volume 1M:   0.00
Avg. price 6M:   9.96
Avg. volume 6M:   0.00
Avg. price 1Y:   8.98
Avg. volume 1Y:   0.00
Volatility 1M:   28.29%
Volatility 6M:   61.08%
Volatility 1Y:   60.61%
Volatility 3Y:   -