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Goldman Sachs Call 158.31 HNR1 20.../  DE000GZ8ZY28  /

EUWAX
2024-05-31  4:28:06 PM Chg.+0.34 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
7.55EUR +4.72% -
Bid Size: -		 -
Ask Size: -		 HANNOVER RUECK SE NA... 158.31 EUR 2024-12-20 Call
 

Master data

WKN: GZ8ZY2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 158.31 EUR
Maturity: 2024-12-20
Issue date: 2023-02-22
Last trading day: 2024-12-19
Ratio: 9.9:1
Exercise type: American
Quanto: -
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 7.39
Intrinsic value: 7.06
Implied volatility: 0.47
Historic volatility: 0.19
Parity: 7.06
Time value: 0.77
Break-even: 235.83
Moneyness: 1.44
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.63
Spread %: 8.75%
Delta: 0.90
Theta: -0.05
Omega: 2.65
Rho: 0.71
 

Quote data

Open: 7.34
High: 7.55
Low: 7.34
Previous Close: 7.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.53%
1 Month  
+2.17%
3 Months
  -5.98%
YTD  
+21.77%
1 Year  
+29.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.55 7.01
1M High / 1M Low: 8.45 7.01
6M High / 6M Low: 9.78 6.18
High (YTD): 2024-03-19 9.78
Low (YTD): 2024-01-02 6.29
52W High: 2024-03-19 9.78
52W Low: 2023-07-11 4.15
Avg. price 1W:   7.25
Avg. volume 1W:   0.00
Avg. price 1M:   7.49
Avg. volume 1M:   0.00
Avg. price 6M:   7.48
Avg. volume 6M:   0.00
Avg. price 1Y:   6.34
Avg. volume 1Y:   0.00
Volatility 1M:   57.29%
Volatility 6M:   56.79%
Volatility 1Y:   58.88%
Volatility 3Y:   -