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Goldman Sachs Call 150 CGM 21.06..../  DE000GZ03WW1  /

EUWAX
2024-05-21  10:57:16 AM Chg.+0.19 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
5.99EUR +3.28% -
Bid Size: -		 -
Ask Size: -		 CAPGEMINI SE INH. EO... 150.00 - 2024-06-21 Call
 

Master data

WKN: GZ03WW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2022-09-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.96
Leverage: Yes

Calculated values

Fair value: 5.86
Intrinsic value: 5.81
Implied volatility: 1.63
Historic volatility: 0.24
Parity: 5.81
Time value: 1.23
Break-even: 220.40
Moneyness: 1.39
Premium: 0.06
Premium p.a.: 0.97
Spread abs.: 1.50
Spread %: 27.08%
Delta: 0.82
Theta: -0.42
Omega: 2.44
Rho: 0.09
 

Quote data

Open: 5.99
High: 5.99
Low: 5.99
Previous Close: 5.80
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.36%
1 Month  
+18.85%
3 Months
  -14.06%
YTD  
+32.82%
1 Year  
+115.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.98 5.74
1M High / 1M Low: 5.98 4.81
6M High / 6M Low: 7.87 3.41
High (YTD): 2024-03-04 7.87
Low (YTD): 2024-01-10 3.59
52W High: 2024-03-04 7.87
52W Low: 2023-05-25 2.12
Avg. price 1W:   5.85
Avg. volume 1W:   0.00
Avg. price 1M:   5.59
Avg. volume 1M:   0.00
Avg. price 6M:   5.67
Avg. volume 6M:   0.00
Avg. price 1Y:   4.32
Avg. volume 1Y:   0.00
Volatility 1M:   75.52%
Volatility 6M:   79.00%
Volatility 1Y:   94.41%
Volatility 3Y:   -