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Goldman Sachs Call 180 TII 21.06..../  DE000GZ7WLD2  /

EUWAX
2024-06-07  9:27:56 AM Chg.-0.04 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.56EUR -2.50% -
Bid Size: -		 -
Ask Size: -		 TEXAS INSTR. ... 180.00 - 2024-06-21 Call
 

Master data

WKN: GZ7WLD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TEXAS INSTR. DL 1
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-06-21
Issue date: 2023-02-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.19
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.02
Implied volatility: 1.13
Historic volatility: 0.21
Parity: 0.02
Time value: 1.59
Break-even: 196.10
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 8.10
Spread abs.: 0.07
Spread %: 4.55%
Delta: 0.55
Theta: -0.57
Omega: 6.14
Rho: 0.03
 

Quote data

Open: 1.56
High: 1.56
Low: 1.56
Previous Close: 1.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+188.89%
3 Months  
+155.74%
YTD  
+97.47%
1 Year  
+3.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.62 1.32
1M High / 1M Low: 2.23 0.54
6M High / 6M Low: 2.23 0.18
High (YTD): 2024-05-23 2.23
Low (YTD): 2024-04-22 0.18
52W High: 2024-05-23 2.23
52W Low: 2024-04-22 0.18
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.42
Avg. volume 1M:   0.00
Avg. price 6M:   0.65
Avg. volume 6M:   0.00
Avg. price 1Y:   0.82
Avg. volume 1Y:   0.00
Volatility 1M:   234.71%
Volatility 6M:   372.80%
Volatility 1Y:   289.62%
Volatility 3Y:   -