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Goldman Sachs Call 100 ADS 21.06..../  DE000GZ0ZHU2  /

Frankfurt Zert./GS
2024-04-26  4:09:03 PM Chg.+0.210 Bid9:58:24 PM Ask9:58:24 PM Underlying Strike price Expiration date Option type
12.990EUR +1.64% 12.990
Bid Size: 3,000		 13.690
Ask Size: 0		 ADIDAS AG NA O.N. 100.00 - 2024-06-21 Call
 

Master data

WKN: GZ0ZHU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2022-10-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.69
Leverage: Yes

Calculated values

Fair value: 13.15
Intrinsic value: 13.09
Implied volatility: 1.78
Historic volatility: 0.31
Parity: 13.09
Time value: 0.60
Break-even: 236.90
Moneyness: 2.31
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 1.13
Spread %: 9.00%
Delta: 0.94
Theta: -0.18
Omega: 1.59
Rho: 0.12
 

Quote data

Open: 12.770
High: 12.990
Low: 12.770
Previous Close: 12.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.18%
1 Month  
+20.84%
3 Months  
+70.92%
YTD  
+48.80%
1 Year  
+96.82%
3 Years     -
5 Years     -
1W High / 1W Low: 13.000 12.520
1M High / 1M Low: 13.000 9.990
6M High / 6M Low: 13.000 6.320
High (YTD): 2024-04-24 13.000
Low (YTD): 2024-02-01 6.320
52W High: 2024-04-24 13.000
52W Low: 2023-06-01 5.600
Avg. price 1W:   12.776
Avg. volume 1W:   0.000
Avg. price 1M:   11.248
Avg. volume 1M:   0.000
Avg. price 6M:   9.027
Avg. volume 6M:   0.000
Avg. price 1Y:   8.246
Avg. volume 1Y:   0.000
Volatility 1M:   62.71%
Volatility 6M:   78.20%
Volatility 1Y:   77.05%
Volatility 3Y:   -