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Goldman Sachs Call 160 TII 21.06..../  DE000GZ7WCD1  /

EUWAX
2024-06-03  9:01:21 AM Chg.+0.10 Bid9:14:27 AM Ask9:14:27 AM Underlying Strike price Expiration date Option type
3.36EUR +3.07% 3.44
Bid Size: 5,000		 -
Ask Size: -		 TEXAS INSTR. ... 160.00 - 2024-06-21 Call
 

Master data

WKN: GZ7WCD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TEXAS INSTR. DL 1
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-02-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.24
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 1.97
Implied volatility: 1.53
Historic volatility: 0.21
Parity: 1.97
Time value: 1.46
Break-even: 194.30
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 3.88
Spread abs.: 0.20
Spread %: 6.19%
Delta: 0.70
Theta: -0.60
Omega: 3.65
Rho: 0.04
 

Quote data

Open: 3.36
High: 3.36
Low: 3.36
Previous Close: 3.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.44%
1 Month  
+100.00%
3 Months  
+150.75%
YTD  
+86.67%
1 Year  
+21.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.77 3.22
1M High / 1M Low: 4.05 1.68
6M High / 6M Low: 4.05 0.82
High (YTD): 2024-05-23 4.05
Low (YTD): 2024-04-22 0.82
52W High: 2024-05-23 4.05
52W Low: 2023-10-25 0.57
Avg. price 1W:   3.49
Avg. volume 1W:   0.00
Avg. price 1M:   3.01
Avg. volume 1M:   0.00
Avg. price 6M:   1.63
Avg. volume 6M:   0.00
Avg. price 1Y:   1.74
Avg. volume 1Y:   0.00
Volatility 1M:   113.96%
Volatility 6M:   213.22%
Volatility 1Y:   176.04%
Volatility 3Y:   -