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Goldman Sachs Call 100 AFX 21.06..../  DE000GP6BQ78  /

EUWAX
5/21/2024  12:29:01 PM Chg.-0.010 Bid4:49:16 PM Ask4:49:16 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.120
Bid Size: 20,000		 0.150
Ask Size: 20,000		 CARL ZEISS MEDITEC A... 100.00 - 6/21/2024 Call
 

Master data

WKN: GP6BQ7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CARL ZEISS MEDITEC AG
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 6/21/2024
Issue date: 6/21/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.91
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.31
Parity: -0.48
Time value: 0.22
Break-even: 102.22
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 1.30
Spread abs.: 0.07
Spread %: 46.05%
Delta: 0.35
Theta: -0.06
Omega: 15.05
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -68.89%
3 Months
  -91.08%
YTD
  -86.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.720 0.150
6M High / 6M Low: 2.470 0.150
High (YTD): 3/14/2024 2.470
Low (YTD): 5/20/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   1.104
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   377.13%
Volatility 6M:   236.06%
Volatility 1Y:   -
Volatility 3Y:   -