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Goldman Sachs Call 50 ABLZF 21.06.../  DE000GZ35FP2  /

EUWAX
2024-05-31  9:29:53 AM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.590EUR +3.51% -
Bid Size: -		 -
Ask Size: -		 ABB Ltd. 50.00 - 2024-06-21 Call
 

Master data

WKN: GZ35FP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ABB Ltd.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 58.23
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.08
Implied volatility: 0.16
Historic volatility: 0.21
Parity: 0.08
Time value: 0.78
Break-even: 50.86
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.33
Spread abs.: 0.30
Spread %: 53.57%
Delta: 0.55
Theta: -0.02
Omega: 31.77
Rho: 0.01
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.00%
1 Month  
+436.36%
3 Months  
+637.50%
YTD  
+555.56%
1 Year  
+391.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.570
1M High / 1M Low: 0.770 0.090
6M High / 6M Low: 0.770 0.060
High (YTD): 2024-05-29 0.770
Low (YTD): 2024-02-14 0.060
52W High: 2024-05-29 0.770
52W Low: 2023-11-20 0.030
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.361
Avg. volume 1M:   0.000
Avg. price 6M:   0.134
Avg. volume 6M:   0.000
Avg. price 1Y:   0.102
Avg. volume 1Y:   0.000
Volatility 1M:   449.73%
Volatility 6M:   264.15%
Volatility 1Y:   261.48%
Volatility 3Y:   -