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Goldman Sachs Call 500 RHHVF 21.0.../  DE000GZ1EC91  /

EUWAX
2024-05-17  10:56:51 AM Chg.0.000 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Roche Holding Ltd 500.00 - 2024-06-21 Call
 

Master data

WKN: GZ1EC9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-06-21
Issue date: 2022-10-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 157.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.26
Historic volatility: 0.21
Parity: -26.22
Time value: 0.15
Break-even: 501.51
Moneyness: 0.48
Premium: 1.11
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 15,000.00%
Delta: 0.05
Theta: -0.13
Omega: 7.12
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     0.00%
3 Months
  -75.00%
YTD
  -90.00%
1 Year
  -97.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.020 0.001
High (YTD): 2024-03-14 0.010
Low (YTD): 2024-05-17 0.001
52W High: 2023-06-07 0.050
52W Low: 2024-05-17 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:   0.006
Avg. volume 6M:   0.000
Avg. price 1Y:   0.017
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   421.38%
Volatility 1Y:   371.24%
Volatility 3Y:   -