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

EUWAX
2024-05-21  10:13:17 AM Chg.-0.08 Bid2:39:06 PM Ask2:39:06 PM Underlying Strike price Expiration date Option type
4.49EUR -1.75% 4.45
Bid Size: 1,000		 4.60
Ask Size: 1,000		 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: 3.69
Leverage: Yes

Calculated values

Fair value: 4.59
Intrinsic value: 4.55
Implied volatility: 1.03
Historic volatility: 0.17
Parity: 4.55
Time value: 0.48
Break-even: 190.30
Moneyness: 1.32
Premium: 0.03
Premium p.a.: 0.35
Spread abs.: 0.50
Spread %: 11.04%
Delta: 0.86
Theta: -0.21
Omega: 3.19
Rho: 0.09
 

Quote data

Open: 4.49
High: 4.49
Low: 4.49
Previous Close: 4.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.39%
1 Month
  -3.44%
3 Months
  -0.44%
YTD  
+13.38%
1 Year  
+43.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.70 4.52
1M High / 1M Low: 4.94 4.15
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:   4.61
Avg. volume 1W:   0.00
Avg. price 1M:   4.57
Avg. volume 1M:   0.00
Avg. price 6M:   4.27
Avg. volume 6M:   0.00
Avg. price 1Y:   3.50
Avg. volume 1Y:   0.00
Volatility 1M:   61.51%
Volatility 6M:   76.56%
Volatility 1Y:   78.13%
Volatility 3Y:   -