Goldman Sachs Call 158.31 HNR1 20.12.2024
/ DE000GZ8ZY28
Goldman Sachs Call 158.31 HNR1 20.../ DE000GZ8ZY28 /
4/30/2024 6:30:53 PM |
Chg.+0.030 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.460EUR |
+0.40% |
- Bid Size: - |
- Ask Size: - |
HANNOVER RUECK SE NA... |
158.31 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/22/2023 |
Last trading day: |
12/19/2024 |
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: |
7.400 |
High: |
7.520 |
Low: |
7.400 |
Previous Close: |
7.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-0.13% |
YTD |
|
|
+19.94% |
1 Year |
|
|
+29.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
9.700 |
6.150 |
High (YTD): |
3/28/2024 |
9.700 |
Low (YTD): |
1/2/2024 |
6.420 |
52W High: |
3/28/2024 |
9.700 |
52W Low: |
7/11/2023 |
4.160 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
7.430 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.110 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
52.75% |
Volatility 1Y: |
|
55.79% |
Volatility 3Y: |
|
- |