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Goldman Sachs Call 18 EVK 21.06.2.../  DE000GZ7HP89  /

EUWAX
2024-06-05  6:22:15 PM Chg.-0.100 Bid7:54:28 PM Ask7:54:28 PM Underlying Strike price Expiration date Option type
0.080EUR -55.56% 0.090
Bid Size: 30,000		 0.110
Ask Size: 30,000		 EVONIK INDUSTRIES NA... 18.00 - 2024-06-21 Call
 

Master data

WKN: GZ7HP8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-06-21
Issue date: 2023-01-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.05
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.17
Implied volatility: 0.69
Historic volatility: 0.19
Parity: 0.17
Time value: 0.05
Break-even: 20.18
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.68
Spread abs.: 0.02
Spread %: 10.10%
Delta: 0.76
Theta: -0.03
Omega: 6.91
Rho: 0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.080
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.90%
1 Month
  -60.00%
3 Months  
+25.00%
YTD
  -55.56%
1 Year
  -69.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.280 0.180
6M High / 6M Low: 0.280 0.051
High (YTD): 2024-05-15 0.280
Low (YTD): 2024-03-18 0.051
52W High: 2024-05-15 0.280
52W Low: 2024-03-18 0.051
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.129
Avg. volume 6M:   0.000
Avg. price 1Y:   0.152
Avg. volume 1Y:   0.000
Volatility 1M:   126.10%
Volatility 6M:   159.61%
Volatility 1Y:   138.47%
Volatility 3Y:   -