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Goldman Sachs Call 250 SIE 20.12..../  DE000GZ8VE18  /

EUWAX
2024-04-26  9:36:10 AM Chg.-0.002 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.078EUR -2.50% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 250.00 - 2024-12-20 Call
 

Master data

WKN: GZ8VE1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-12-20
Issue date: 2023-02-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 113.86
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -7.24
Time value: 0.16
Break-even: 251.56
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.71
Spread abs.: 0.08
Spread %: 113.70%
Delta: 0.09
Theta: -0.02
Omega: 10.59
Rho: 0.10
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.00%
1 Month
  -29.09%
3 Months
  -22.00%
YTD
  -44.29%
1 Year
  -61.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.078
1M High / 1M Low: 0.120 0.078
6M High / 6M Low: 0.220 0.030
High (YTD): 2024-03-18 0.220
Low (YTD): 2024-04-26 0.078
52W High: 2023-06-15 0.240
52W Low: 2023-11-08 0.030
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.106
Avg. volume 6M:   0.000
Avg. price 1Y:   0.110
Avg. volume 1Y:   0.000
Volatility 1M:   168.11%
Volatility 6M:   192.91%
Volatility 1Y:   188.95%
Volatility 3Y:   -