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Goldman Sachs Call 400 AMG 17.01..../  DE000GZ7P0J5  /

EUWAX
2024-04-17  9:49:59 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.140EUR - -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 400.00 - 2025-01-17 Call
 

Master data

WKN: GZ7P0J
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2025-01-17
Issue date: 2023-01-25
Last trading day: 2024-04-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 126.86
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -11.20
Time value: 0.23
Break-even: 402.27
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.63
Spread abs.: 0.10
Spread %: 78.74%
Delta: 0.09
Theta: -0.02
Omega: 11.27
Rho: 0.16
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+7.69%
3 Months
  -53.33%
YTD
  -54.84%
1 Year  
+75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.140 0.140
6M High / 6M Low: 0.900 0.130
High (YTD): 2024-02-06 0.900
Low (YTD): 2024-04-12 0.130
52W High: 2024-02-06 0.900
52W Low: 2023-08-02 0.040
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.214
Avg. volume 1Y:   83.193
Volatility 1M:   -
Volatility 6M:   190.82%
Volatility 1Y:   315.24%
Volatility 3Y:   -