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Goldman Sachs Call 250 ILU 16.06..../  DE000GZ01D58  /

Frankfurt Zert./GS
6/8/2023  7:23:08 PM Chg.-0.004 Bid8:42:11 PM Ask8:42:11 PM Underlying Strike price Expiration date Option type
0.020EUR -16.67% 0.010
Bid Size: 10,000		 0.210
Ask Size: 100		 ILLUMINA INC. D... 250.00 - 6/16/2023 Call

Master data

WKN: GZ01D5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ILLUMINA INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 6/16/2023
Issue date: 9/15/2022
Last trading day: 6/15/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.63
Historic volatility: 0.48
Parity: -6.10
Time value: 0.32
Break-even: 253.20
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.00
Spread abs.: 0.31
Spread %: 2,809.09%
Delta: 0.15
Theta: -0.67
Omega: 8.87
Rho: 0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.010
Previous Close: 0.024
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -71.43%
3 Months
  -96.72%
YTD
  -98.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.023
1M High / 1M Low: 0.120 0.023
6M High / 6M Low: 1.610 0.023
High (YTD): 3/13/2023 1.540
Low (YTD): 6/5/2023 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.711
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   443.38%
Volatility 6M:   523.44%
Volatility 1Y:   -
Volatility 3Y:   -