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Goldman Sachs Call 35 8GM 21.06.2.../  DE000GZ6DPZ8  /

EUWAX
2024-05-17  11:38:59 AM Chg.- Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.02EUR - -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 35.00 - 2024-06-21 Call
 

Master data

WKN: GZ6DPZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2023-01-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.17
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.71
Implied volatility: 1.29
Historic volatility: 0.26
Parity: 0.71
Time value: 0.30
Break-even: 45.10
Moneyness: 1.20
Premium: 0.07
Premium p.a.: 1.20
Spread abs.: 0.01
Spread %: 1.00%
Delta: 0.75
Theta: -0.08
Omega: 3.14
Rho: 0.02
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 0.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.15%
1 Month  
+41.67%
3 Months  
+121.74%
YTD  
+175.68%
1 Year  
+142.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.02 0.94
1M High / 1M Low: 1.04 0.76
6M High / 6M Low: 1.04 0.08
High (YTD): 2024-04-30 1.04
Low (YTD): 2024-01-24 0.26
52W High: 2024-04-30 1.04
52W Low: 2023-11-13 0.07
Avg. price 1W:   0.98
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   0.55
Avg. volume 6M:   0.00
Avg. price 1Y:   0.49
Avg. volume 1Y:   0.00
Volatility 1M:   102.32%
Volatility 6M:   182.89%
Volatility 1Y:   165.94%
Volatility 3Y:   -