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Goldman Sachs Call 6 BOY 20.12.20.../  DE000GZ6BTS9  /

EUWAX
2024-06-03  9:39:36 AM Chg.+0.09 Bid10:35:43 AM Ask10:35:43 AM Underlying Strike price Expiration date Option type
4.20EUR +2.19% 4.21
Bid Size: 30,000		 4.23
Ask Size: 30,000		 BCO BIL.VIZ.ARG.NOM.... 6.00 - 2024-12-20 Call
 

Master data

WKN: GZ6BTS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 2024-12-20
Issue date: 2023-01-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.30
Leverage: Yes

Calculated values

Fair value: 4.06
Intrinsic value: 3.94
Implied volatility: 0.66
Historic volatility: 0.24
Parity: 3.94
Time value: 0.38
Break-even: 10.32
Moneyness: 1.66
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.20
Spread %: 4.85%
Delta: 0.91
Theta: 0.00
Omega: 2.09
Rho: 0.03
 

Quote data

Open: 4.20
High: 4.20
Low: 4.20
Previous Close: 4.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.19%
1 Month  
+6.06%
3 Months  
+26.89%
YTD  
+77.22%
1 Year  
+255.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.11 4.00
1M High / 1M Low: 4.45 3.83
6M High / 6M Low: 5.20 2.15
High (YTD): 2024-04-04 5.20
Low (YTD): 2024-01-19 2.15
52W High: 2024-04-04 5.20
52W Low: 2023-06-05 1.15
Avg. price 1W:   4.06
Avg. volume 1W:   0.00
Avg. price 1M:   4.08
Avg. volume 1M:   0.00
Avg. price 6M:   3.54
Avg. volume 6M:   0.00
Avg. price 1Y:   2.60
Avg. volume 1Y:   0.00
Volatility 1M:   67.06%
Volatility 6M:   68.63%
Volatility 1Y:   71.18%
Volatility 3Y:   -