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

EUWAX
2024-05-28  4:04:19 PM Chg.-0.08 Bid4:53:44 PM Ask4:53:44 PM Underlying Strike price Expiration date Option type
5.93EUR -1.33% 5.90
Bid Size: 10,000		 5.97
Ask Size: 10,000		 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: 2.96
Leverage: Yes

Calculated values

Fair value: 6.11
Intrinsic value: 6.07
Implied volatility: 1.89
Historic volatility: 0.23
Parity: 6.07
Time value: 1.37
Break-even: 2,336.86
Moneyness: 1.38
Premium: 0.06
Premium p.a.: 1.50
Spread abs.: 1.50
Spread %: 25.25%
Delta: 0.82
Theta: -5.93
Omega: 2.42
Rho: 0.70
 

Quote data

Open: 6.02
High: 6.02
Low: 5.93
Previous Close: 6.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.32%
1 Month
  -16.12%
3 Months
  -17.98%
YTD  
+54.03%
1 Year  
+23.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.26 6.01
1M High / 1M Low: 7.52 6.01
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:   6.37
Avg. volume 1W:   0.00
Avg. price 1M:   6.88
Avg. volume 1M:   0.00
Avg. price 6M:   5.75
Avg. volume 6M:   0.00
Avg. price 1Y:   4.74
Avg. volume 1Y:   0.00
Volatility 1M:   62.26%
Volatility 6M:   87.76%
Volatility 1Y:   97.03%
Volatility 3Y:   -