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Goldman Sachs Call 150 BLHEF 21.0.../  DE000GZ36GV6  /

EUWAX
2024-05-17  9:29:08 AM Chg.+0.060 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.280EUR +27.27% -
Bid Size: -		 -
Ask Size: -		 Baloise Holdings AG 150.00 - 2024-06-21 Call
 

Master data

WKN: GZ36GV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.88
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.05
Implied volatility: 0.15
Historic volatility: 0.18
Parity: 0.05
Time value: 0.28
Break-even: 153.28
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.11
Spread %: 47.09%
Delta: 0.57
Theta: -0.05
Omega: 26.10
Rho: 0.08
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+154.55%
1 Month  
+748.48%
3 Months  
+3.70%
YTD  
+133.33%
1 Year
  -68.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.120
1M High / 1M Low: 0.280 0.025
6M High / 6M Low: 0.330 0.025
High (YTD): 2024-03-13 0.330
Low (YTD): 2024-04-25 0.025
52W High: 2023-05-30 0.960
52W Low: 2024-04-25 0.025
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   0.000
Avg. price 1Y:   0.294
Avg. volume 1Y:   0.000
Volatility 1M:   457.21%
Volatility 6M:   290.32%
Volatility 1Y:   234.48%
Volatility 3Y:   -