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Goldman Sachs Call 300 IUI1 21.06.../  DE000GZ900V1  /

EUWAX
2024-06-04  9:50:37 AM Chg.-0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.960EUR -1.03% -
Bid Size: -		 -
Ask Size: -		 INTUITIVE SURGIC. DL... 300.00 - 2024-06-21 Call
 

Master data

WKN: GZ900V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: INTUITIVE SURGIC. DL-,001
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.70
Implied volatility: 1.95
Historic volatility: 0.24
Parity: 0.70
Time value: 0.28
Break-even: 398.00
Moneyness: 1.23
Premium: 0.07
Premium p.a.: 3.72
Spread abs.: 0.02
Spread %: 2.08%
Delta: 0.76
Theta: -1.43
Omega: 2.88
Rho: 0.09
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.05%
1 Month  
+24.68%
3 Months
  -2.04%
YTD  
+77.78%
1 Year  
+77.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.920
1M High / 1M Low: 1.020 0.780
6M High / 6M Low: 1.020 0.360
High (YTD): 2024-05-27 1.020
Low (YTD): 2024-01-05 0.430
52W High: 2024-05-27 1.020
52W Low: 2023-10-30 0.160
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   0.898
Avg. volume 1M:   0.000
Avg. price 6M:   0.773
Avg. volume 6M:   0.000
Avg. price 1Y:   0.599
Avg. volume 1Y:   0.000
Volatility 1M:   98.07%
Volatility 6M:   114.05%
Volatility 1Y:   117.58%
Volatility 3Y:   -