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Goldman Sachs Call 19.87 INN1 20..../  DE000GZ6LE20  /

EUWAX
2024-05-03  9:51:48 AM Chg.+0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.210EUR +23.53% -
Bid Size: -		 -
Ask Size: -		 ING GROEP NV EO... 19.87 - 2024-12-20 Call
 

Master data

WKN: GZ6LE2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 19.87 -
Maturity: 2024-12-20
Issue date: 2023-01-06
Last trading day: 2024-12-19
Ratio: 1:1.01
Exercise type: American
Quanto: -
Gearing: 46.12
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -4.00
Time value: 0.35
Break-even: 20.21
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.46
Spread abs.: 0.15
Spread %: 76.14%
Delta: 0.20
Theta: 0.00
Omega: 9.32
Rho: 0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+75.00%
1 Month  
+61.54%
3 Months  
+950.00%
YTD  
+200.00%
1 Year  
+50.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.120
1M High / 1M Low: 0.210 0.090
6M High / 6M Low: 0.210 0.010
High (YTD): 2024-05-03 0.210
Low (YTD): 2024-03-05 0.010
52W High: 2024-05-03 0.210
52W Low: 2024-03-05 0.010
Avg. price 1W:   0.157
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.057
Avg. volume 6M:   0.000
Avg. price 1Y:   0.095
Avg. volume 1Y:   0.000
Volatility 1M:   220.52%
Volatility 6M:   308.40%
Volatility 1Y:   243.60%
Volatility 3Y:   -