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

EUWAX
2024-05-02  10:04:09 AM Chg.-0.033 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.047EUR -41.25% -
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: 117.42
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.19
Parity: -0.91
Time value: 0.12
Break-even: 151.20
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.67
Spread abs.: 0.07
Spread %: 140.00%
Delta: 0.22
Theta: -0.03
Omega: 25.65
Rho: 0.04
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+88.00%
1 Month
  -16.07%
3 Months
  -73.89%
YTD
  -60.83%
1 Year
  -95.35%
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.025
1M High / 1M Low: 0.080 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: 2023-05-02 1.010
52W Low: 2024-04-25 0.025
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   0.331
Avg. volume 1Y:   0.000
Volatility 1M:   400.48%
Volatility 6M:   255.73%
Volatility 1Y:   211.23%
Volatility 3Y:   -