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Goldman Sachs Call 70 NEE 21.06.2.../  DE000GZ7WFG7  /

EUWAX
2024-05-21  9:46:05 AM Chg.- Bid9:11:40 AM Ask9:11:40 AM Underlying Strike price Expiration date Option type
0.570EUR - 0.650
Bid Size: 30,000		 -
Ask Size: -		 NextEra Energy Inc 70.00 - 2024-06-21 Call
 

Master data

WKN: GZ7WFG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2023-02-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.99
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.09
Implied volatility: 0.81
Historic volatility: 0.25
Parity: 0.09
Time value: 0.62
Break-even: 77.10
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 1.78
Spread abs.: 0.07
Spread %: 10.94%
Delta: 0.57
Theta: -0.11
Omega: 5.72
Rho: 0.03
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+533.33%
3 Months  
+1483.33%
YTD  
+256.25%
1 Year
  -45.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.570
1M High / 1M Low: 0.670 0.090
6M High / 6M Low: 0.670 0.020
High (YTD): 2024-05-16 0.670
Low (YTD): 2024-03-05 0.020
52W High: 2023-06-21 1.060
52W Low: 2024-03-05 0.020
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.129
Avg. volume 6M:   0.000
Avg. price 1Y:   0.353
Avg. volume 1Y:   0.000
Volatility 1M:   265.97%
Volatility 6M:   290.59%
Volatility 1Y:   252.69%
Volatility 3Y:   -