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Goldman Sachs Call 60 CPRI 17.01..../  DE000GZ8KHN2  /

EUWAX
2024-04-30  11:36:12 AM Chg.-0.019 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.026EUR -42.22% -
Bid Size: -		 -
Ask Size: -		 Capri Holdings Limit... 60.00 - 2025-01-17 Call
 

Master data

WKN: GZ8KHN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Capri Holdings Limited
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 73.31
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.43
Parity: -2.70
Time value: 0.05
Break-even: 60.45
Moneyness: 0.55
Premium: 0.83
Premium p.a.: 1.32
Spread abs.: 0.03
Spread %: 150.00%
Delta: 0.09
Theta: 0.00
Omega: 6.65
Rho: 0.02
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.045
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month
  -7.14%
3 Months  
+18.18%
YTD
  -31.58%
1 Year
  -94.58%
3 Years     -
5 Years     -
1W High / 1W Low: 0.045 0.025
1M High / 1M Low: 0.060 0.020
6M High / 6M Low: 0.080 0.016
High (YTD): 2024-01-09 0.080
Low (YTD): 2024-03-13 0.016
52W High: 2023-05-02 0.490
52W Low: 2023-09-06 0.014
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   2,352.941
Avg. price 6M:   0.034
Avg. volume 6M:   16,333.333
Avg. price 1Y:   0.128
Avg. volume 1Y:   9,294.931
Volatility 1M:   798.33%
Volatility 6M:   616.67%
Volatility 1Y:   711.55%
Volatility 3Y:   -