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Goldman Sachs Call 50 5ZM 21.06.2.../  DE000GP3LKQ0  /

EUWAX
2024-05-15  10:56:55 AM Chg.+0.02 Bid5:07:59 PM Ask5:07:59 PM Underlying Strike price Expiration date Option type
1.31EUR +1.55% 1.25
Bid Size: 30,000		 1.26
Ask Size: 30,000		 ZOOM VIDEO COMM. A -... 50.00 - 2024-06-21 Call
 

Master data

WKN: GP3LKQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ZOOM VIDEO COMM. A -,001
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-05-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.32
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.87
Implied volatility: 1.23
Historic volatility: 0.28
Parity: 0.87
Time value: 0.49
Break-even: 63.60
Moneyness: 1.17
Premium: 0.08
Premium p.a.: 1.19
Spread abs.: 0.05
Spread %: 3.82%
Delta: 0.73
Theta: -0.11
Omega: 3.16
Rho: 0.03
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.38%
1 Month  
+6.50%
3 Months
  -15.48%
YTD
  -43.29%
1 Year
  -41.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 1.12
1M High / 1M Low: 1.32 1.00
6M High / 6M Low: 2.40 1.00
High (YTD): 2024-02-27 2.10
Low (YTD): 2024-04-18 1.00
52W High: 2023-05-22 2.73
52W Low: 2024-04-18 1.00
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.16
Avg. volume 1M:   0.00
Avg. price 6M:   1.68
Avg. volume 6M:   0.00
Avg. price 1Y:   1.94
Avg. volume 1Y:   0.00
Volatility 1M:   106.69%
Volatility 6M:   112.54%
Volatility 1Y:   95.47%
Volatility 3Y:   -