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Goldman Sachs Call 140 AIL 21.06..../  DE000GZ898N4  /

EUWAX
2024-06-03  9:33:40 AM Chg.+0.08 Bid6:31:18 PM Ask6:31:18 PM Underlying Strike price Expiration date Option type
4.21EUR +1.94% 4.18
Bid Size: 3,000		 4.68
Ask Size: 3,000		 AIR LIQUIDE INH. EO ... 140.00 - 2024-06-21 Call
 

Master data

WKN: GZ898N
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AIR LIQUIDE INH. EO 5,50
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2023-02-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.94
Leverage: Yes

Calculated values

Fair value: 4.07
Intrinsic value: 4.05
Implied volatility: 1.34
Historic volatility: 0.17
Parity: 4.05
Time value: 0.53
Break-even: 185.80
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.81
Spread abs.: 0.50
Spread %: 12.25%
Delta: 0.84
Theta: -0.37
Omega: 3.32
Rho: 0.05
 

Quote data

Open: 4.21
High: 4.21
Low: 4.21
Previous Close: 4.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.64%
1 Month  
+1.45%
3 Months
  -13.02%
YTD  
+6.31%
1 Year  
+50.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.28 4.02
1M High / 1M Low: 4.78 4.02
6M High / 6M Low: 5.73 3.05
High (YTD): 2024-03-15 5.73
Low (YTD): 2024-02-12 3.05
52W High: 2024-03-15 5.73
52W Low: 2023-10-23 1.95
Avg. price 1W:   4.14
Avg. volume 1W:   0.00
Avg. price 1M:   4.41
Avg. volume 1M:   0.00
Avg. price 6M:   4.31
Avg. volume 6M:   0.00
Avg. price 1Y:   3.56
Avg. volume 1Y:   0.00
Volatility 1M:   45.08%
Volatility 6M:   76.72%
Volatility 1Y:   76.98%
Volatility 3Y:   -