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Goldman Sachs Call 250 CGM 21.06..../  DE000GZ05PE8  /

EUWAX
21/05/2024  09:06:09 Chg.0.000 Bid17:35:12 Ask17:35:12 Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.002
Bid Size: 10,000		 0.200
Ask Size: 2,000		 CAPGEMINI SE INH. EO... 250.00 - 21/06/2024 Call
 

Master data

WKN: GZ05PE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 21/06/2024
Issue date: 20/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 102.01
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.24
Parity: -4.19
Time value: 0.20
Break-even: 252.04
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 8.54
Spread abs.: 0.20
Spread %: 5,000.00%
Delta: 0.14
Theta: -0.11
Omega: 13.80
Rho: 0.02
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -66.67%
3 Months
  -96.43%
YTD
  -92.86%
1 Year
  -93.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.040 0.010
6M High / 6M Low: 0.370 0.010
High (YTD): 04/03/2024 0.370
Low (YTD): 20/05/2024 0.010
52W High: 19/06/2023 0.380
52W Low: 20/05/2024 0.010
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   288.17%
Volatility 6M:   259.19%
Volatility 1Y:   225.76%
Volatility 3Y:   -