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Goldman Sachs Call 400 4S0 21.06..../  DE000GZ8KHD3  /

EUWAX
2024-05-29  11:37:18 AM Chg.+0.03 Bid12:47:50 PM Ask12:47:50 PM Underlying Strike price Expiration date Option type
2.99EUR +1.01% 3.00
Bid Size: 20,000		 3.03
Ask Size: 20,000		 SERVICENOW INC. DL... 400.00 - 2024-06-21 Call
 

Master data

WKN: GZ8KHD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SERVICENOW INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.17
Leverage: Yes

Calculated values

Fair value: 2.73
Intrinsic value: 2.72
Implied volatility: 2.51
Historic volatility: 0.25
Parity: 2.72
Time value: 0.37
Break-even: 709.00
Moneyness: 1.68
Premium: 0.06
Premium p.a.: 1.36
Spread abs.: 0.07
Spread %: 2.32%
Delta: 0.87
Theta: -1.94
Omega: 1.90
Rho: 0.17
 

Quote data

Open: 3.02
High: 3.02
Low: 2.99
Previous Close: 2.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.08%
1 Month
  -2.92%
3 Months
  -10.21%
YTD  
+4.91%
1 Year  
+74.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.50 2.96
1M High / 1M Low: 3.50 2.74
6M High / 6M Low: 3.98 2.61
High (YTD): 2024-02-12 3.98
Low (YTD): 2024-01-04 2.61
52W High: 2024-02-12 3.98
52W Low: 2023-10-25 1.53
Avg. price 1W:   3.28
Avg. volume 1W:   0.00
Avg. price 1M:   3.14
Avg. volume 1M:   0.00
Avg. price 6M:   3.24
Avg. volume 6M:   0.00
Avg. price 1Y:   2.56
Avg. volume 1Y:   0.00
Volatility 1M:   72.24%
Volatility 6M:   59.82%
Volatility 1Y:   62.72%
Volatility 3Y:   -