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Goldman Sachs Call 700 1YD 21.06..../  DE000GZ0MR38  /

EUWAX
2024-06-07  9:38:33 AM Chg.-0.17 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
6.48EUR -2.56% -
Bid Size: -		 -
Ask Size: -		 BROADCOM INC. DL... 700.00 - 2024-06-21 Call
 

Master data

WKN: GZ0MR3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-06-21
Issue date: 2022-09-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.91
Leverage: Yes

Calculated values

Fair value: 6.03
Intrinsic value: 6.02
Implied volatility: 4.01
Historic volatility: 0.32
Parity: 6.02
Time value: 0.81
Break-even: 1,383.00
Moneyness: 1.86
Premium: 0.06
Premium p.a.: 4.41
Spread abs.: 0.30
Spread %: 4.59%
Delta: 0.89
Theta: -7.39
Omega: 1.69
Rho: 0.17
 

Quote data

Open: 6.48
High: 6.48
Low: 6.48
Previous Close: 6.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.75%
1 Month  
+13.29%
3 Months  
+3.35%
YTD  
+62.81%
1 Year  
+307.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.65 5.68
1M High / 1M Low: 6.81 5.68
6M High / 6M Low: 6.81 2.35
High (YTD): 2024-05-16 6.81
Low (YTD): 2024-01-05 3.31
52W High: 2024-05-16 6.81
52W Low: 2023-06-08 1.59
Avg. price 1W:   6.12
Avg. volume 1W:   0.00
Avg. price 1M:   6.26
Avg. volume 1M:   0.00
Avg. price 6M:   5.25
Avg. volume 6M:   0.00
Avg. price 1Y:   3.63
Avg. volume 1Y:   1.57
Volatility 1M:   70.97%
Volatility 6M:   99.37%
Volatility 1Y:   93.40%
Volatility 3Y:   -