Goldman Sachs Call 100 BAYN 20.12.../  DE000GZ8E462  /

Frankfurt Zert./GS
2024-04-30  6:40:22 PM Chg.0.000 Bid8:00:21 PM Ask8:00:21 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% -
Bid Size: -
-
Ask Size: -
BAYER AG NA O.N. 100.00 - 2024-12-20 Call
 

Master data

WKN: GZ8E46
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 125.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.29
Parity: -7.24
Time value: 0.02
Break-even: 100.22
Moneyness: 0.28
Premium: 2.63
Premium p.a.: 8.49
Spread abs.: 0.02
Spread %: 1,000.00%
Delta: 0.04
Theta: 0.00
Omega: 4.96
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -20.00%
3 Months
  -60.00%
YTD
  -73.33%
1 Year
  -88.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.005 0.004
6M High / 6M Low: 0.018 0.004
High (YTD): 2024-01-10 0.018
Low (YTD): 2024-04-30 0.004
52W High: 2023-08-14 0.045
52W Low: 2024-04-30 0.004
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.010
Avg. volume 6M:   58.824
Avg. price 1Y:   0.018
Avg. volume 1Y:   23.697
Volatility 1M:   223.61%
Volatility 6M:   148.97%
Volatility 1Y:   179.62%
Volatility 3Y:   -