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Goldman Sachs Call 450 RHHVF 21.0.../  DE000GZ6BTB5  /

EUWAX
2024-05-03  9:37:57 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Roche Holding Ltd 450.00 - 2024-06-21 Call
 

Master data

WKN: GZ6BTB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-06-21
Issue date: 2023-01-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 146.82
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.05
Historic volatility: 0.21
Parity: -22.83
Time value: 0.15
Break-even: 451.51
Moneyness: 0.49
Premium: 1.04
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 15,000.00%
Delta: 0.05
Theta: -0.09
Omega: 7.21
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -83.33%
3 Months
  -90.00%
YTD
  -90.00%
1 Year
  -98.75%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.006 0.001
6M High / 6M Low: 0.020 0.001
High (YTD): 2024-03-13 0.020
Low (YTD): 2024-05-03 0.001
52W High: 2023-06-06 0.090
52W Low: 2024-05-03 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.009
Avg. volume 6M:   0.000
Avg. price 1Y:   0.027
Avg. volume 1Y:   0.000
Volatility 1M:   294.63%
Volatility 6M:   474.54%
Volatility 1Y:   378.32%
Volatility 3Y:   -