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Goldman Sachs Call 170 UWS 21.06..../  DE000GZ02V71  /

EUWAX
2024-05-17  10:50:25 AM Chg.+0.24 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
3.94EUR +6.49% -
Bid Size: -		 -
Ask Size: -		 WASTE MANAGEMENT 170.00 - 2024-06-21 Call
 

Master data

WKN: GZ02V7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-06-21
Issue date: 2022-09-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.02
Leverage: Yes

Calculated values

Fair value: 2.42
Intrinsic value: 2.36
Implied volatility: 1.12
Historic volatility: 0.14
Parity: 2.36
Time value: 1.50
Break-even: 208.60
Moneyness: 1.14
Premium: 0.08
Premium p.a.: 1.23
Spread abs.: 0.09
Spread %: 2.39%
Delta: 0.71
Theta: -0.34
Omega: 3.58
Rho: 0.09
 

Quote data

Open: 3.94
High: 3.94
Low: 3.94
Previous Close: 3.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.25%
1 Month  
+10.06%
3 Months  
+32.21%
YTD  
+159.21%
1 Year  
+162.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.94 3.70
1M High / 1M Low: 4.18 3.40
6M High / 6M Low: 4.27 1.04
High (YTD): 2024-03-28 4.27
Low (YTD): 2024-01-05 1.44
52W High: 2024-03-28 4.27
52W Low: 2023-10-02 0.53
Avg. price 1W:   3.85
Avg. volume 1W:   0.00
Avg. price 1M:   3.82
Avg. volume 1M:   0.00
Avg. price 6M:   2.74
Avg. volume 6M:   0.00
Avg. price 1Y:   1.91
Avg. volume 1Y:   0.00
Volatility 1M:   75.23%
Volatility 6M:   82.52%
Volatility 1Y:   109.42%
Volatility 3Y:   -