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Goldman Sachs Call 600 BLQA 21.06.../  DE000GZ94W95  /

EUWAX
2024-06-11  10:46:33 AM Chg.-0.03 Bid2:20:20 PM Ask2:20:20 PM Underlying Strike price Expiration date Option type
1.53EUR -1.92% 1.53
Bid Size: 10,000		 1.63
Ask Size: 10,000		 BLACKROCK CL. A DL ... 600.00 - 2024-06-21 Call
 

Master data

WKN: GZ94W9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BLACKROCK CL. A DL -,01
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 2024-06-21
Issue date: 2023-02-24
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.56
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.12
Implied volatility: 2.06
Historic volatility: 0.18
Parity: 1.12
Time value: 0.44
Break-even: 756.00
Moneyness: 1.19
Premium: 0.06
Premium p.a.: 8.00
Spread abs.: 0.02
Spread %: 1.30%
Delta: 0.75
Theta: -3.90
Omega: 3.42
Rho: 0.10
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -14.53%
3 Months
  -31.39%
YTD
  -25.00%
1 Year  
+21.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.72 1.56
1M High / 1M Low: 2.01 1.45
6M High / 6M Low: 2.29 1.37
High (YTD): 2024-03-22 2.29
Low (YTD): 2024-04-19 1.37
52W High: 2024-03-22 2.29
52W Low: 2023-10-27 0.53
Avg. price 1W:   1.65
Avg. volume 1W:   0.00
Avg. price 1M:   1.74
Avg. volume 1M:   0.00
Avg. price 6M:   1.85
Avg. volume 6M:   0.00
Avg. price 1Y:   1.49
Avg. volume 1Y:   33.73
Volatility 1M:   77.63%
Volatility 6M:   70.60%
Volatility 1Y:   81.82%
Volatility 3Y:   -