Goldman Sachs Call 60 PHM7 17.01..../  DE000GZ73FU3  /

EUWAX
2024-06-04  10:23:51 AM Chg.0.000 Bid3:33:07 PM Ask3:33:07 PM Underlying Strike price Expiration date Option type
0.008EUR 0.00% 0.009
Bid Size: 100,000
0.012
Ask Size: 100,000
ALTRIA GRP INC. DL... 60.00 - 2025-01-17 Call
 

Master data

WKN: GZ73FU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALTRIA GRP INC. DL-,333
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-01-26
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 266.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -1.73
Time value: 0.02
Break-even: 60.16
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 77.78%
Delta: 0.05
Theta: 0.00
Omega: 13.80
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month     0.00%
3 Months  
+60.00%
YTD  
+14.29%
1 Year
  -72.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.007
1M High / 1M Low: 0.009 0.005
6M High / 6M Low: 0.012 0.003
High (YTD): 2024-03-28 0.011
Low (YTD): 2024-01-29 0.003
52W High: 2023-07-07 0.032
52W Low: 2024-01-29 0.003
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.007
Avg. volume 6M:   0.000
Avg. price 1Y:   0.012
Avg. volume 1Y:   0.000
Volatility 1M:   211.11%
Volatility 6M:   263.40%
Volatility 1Y:   243.97%
Volatility 3Y:   -