OverviewChartNewsTraderScreen

Goldman Sachs Call 15 SZG 21.06.2.../  DE000GZ0ZLK5  /

Frankfurt Zert./GS
2024-04-30  6:27:52 PM Chg.-0.080 Bid9:56:05 PM Ask9:56:05 PM Underlying Strike price Expiration date Option type
0.900EUR -8.16% -
Bid Size: -		 -
Ask Size: -		 SALZGITTER AG O.N. 15.00 - 2024-06-21 Call
 

Master data

WKN: GZ0ZLK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2022-10-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.57
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.76
Implied volatility: 1.66
Historic volatility: 0.35
Parity: 0.76
Time value: 0.12
Break-even: 23.80
Moneyness: 1.51
Premium: 0.05
Premium p.a.: 0.68
Spread abs.: 0.17
Spread %: 23.94%
Delta: 0.86
Theta: -0.04
Omega: 2.20
Rho: 0.01
 

Quote data

Open: 0.960
High: 0.970
Low: 0.900
Previous Close: 0.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+8.43%
3 Months
  -17.43%
YTD
  -34.31%
1 Year
  -53.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.980 0.810
6M High / 6M Low: 1.470 0.800
High (YTD): 2024-01-02 1.370
Low (YTD): 2024-03-19 0.800
52W High: 2023-06-14 2.160
52W Low: 2024-03-19 0.800
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.871
Avg. volume 1M:   0.000
Avg. price 6M:   1.109
Avg. volume 6M:   0.000
Avg. price 1Y:   1.319
Avg. volume 1Y:   18.433
Volatility 1M:   105.63%
Volatility 6M:   81.03%
Volatility 1Y:   77.22%
Volatility 3Y:   -