OverviewChartNewsTraderScreen

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

EUWAX
2024-05-29  10:59:29 AM Chg.-0.002 Bid1:07:33 PM Ask1:07:33 PM Underlying Strike price Expiration date Option type
0.063EUR -3.08% 0.062
Bid Size: 20,000		 0.092
Ask Size: 20,000		 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: 123.10
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -7.27
Time value: 0.14
Break-even: 251.44
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.86
Spread abs.: 0.07
Spread %: 94.59%
Delta: 0.09
Theta: -0.02
Omega: 10.76
Rho: 0.08
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.065
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.28%
1 Month
  -30.00%
3 Months
  -62.94%
YTD
  -55.00%
1 Year
  -68.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.061
1M High / 1M Low: 0.130 0.054
6M High / 6M Low: 0.220 0.054
High (YTD): 2024-03-18 0.220
Low (YTD): 2024-05-21 0.054
52W High: 2023-06-15 0.240
52W Low: 2023-11-08 0.030
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   0.101
Avg. volume 1Y:   0.000
Volatility 1M:   239.87%
Volatility 6M:   179.74%
Volatility 1Y:   197.99%
Volatility 3Y:   -