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Goldman Sachs Call 1592.86 HMI 21.../  DE000GZ7A9J3  /

EUWAX
2024-05-17  9:42:17 AM Chg.-0.14 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
6.95EUR -1.97% -
Bid Size: -		 -
Ask Size: -		 HERMES INTERNATIONAL... 1,592.86 - 2024-06-21 Call
 

Master data

WKN: GZ7A9J
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 1,592.86 -
Maturity: 2024-06-21
Issue date: 2023-01-18
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 7.08
Intrinsic value: 7.02
Implied volatility: 1.71
Historic volatility: 0.24
Parity: 7.02
Time value: 1.43
Break-even: 2,437.86
Moneyness: 1.44
Premium: 0.06
Premium p.a.: 0.91
Spread abs.: 1.70
Spread %: 25.19%
Delta: 0.83
Theta: -4.49
Omega: 2.26
Rho: 1.00
 

Quote data

Open: 6.95
High: 6.95
Low: 6.95
Previous Close: 7.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.05%
1 Month
  -3.07%
3 Months  
+14.12%
YTD  
+80.52%
1 Year  
+36.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.17 6.94
1M High / 1M Low: 7.73 6.67
6M High / 6M Low: 8.19 2.56
High (YTD): 2024-03-15 8.19
Low (YTD): 2024-01-23 2.56
52W High: 2024-03-15 8.19
52W Low: 2023-10-20 1.97
Avg. price 1W:   7.03
Avg. volume 1W:   0.00
Avg. price 1M:   7.12
Avg. volume 1M:   0.00
Avg. price 6M:   5.63
Avg. volume 6M:   0.00
Avg. price 1Y:   4.69
Avg. volume 1Y:   0.00
Volatility 1M:   59.14%
Volatility 6M:   87.75%
Volatility 1Y:   99.56%
Volatility 3Y:   -