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

EUWAX
2024-04-29  9:49:40 AM Chg.+0.43 Bid10:26:52 AM Ask10:26:52 AM Underlying Strike price Expiration date Option type
6.10EUR +7.58% 6.11
Bid Size: 3,000		 6.31
Ask Size: 3,000		 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: 1.99
Leverage: Yes

Calculated values

Fair value: 5.59
Intrinsic value: 5.55
Implied volatility: 1.84
Historic volatility: 0.33
Parity: 5.55
Time value: 0.75
Break-even: 1,330.00
Moneyness: 1.79
Premium: 0.06
Premium p.a.: 0.49
Spread abs.: 0.20
Spread %: 3.28%
Delta: 0.88
Theta: -1.68
Omega: 1.76
Rho: 0.70
 

Quote data

Open: 6.10
High: 6.10
Low: 6.10
Previous Close: 5.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.73%
1 Month  
+5.54%
3 Months  
+25.26%
YTD  
+53.27%
1 Year  
+1226.09%
3 Years     -
5 Years     -
1W High / 1W Low: 5.67 4.93
1M High / 1M Low: 6.46 4.93
6M High / 6M Low: 6.61 1.84
High (YTD): 2024-03-04 6.61
Low (YTD): 2024-01-05 3.31
52W High: 2024-03-04 6.61
52W Low: 2023-05-03 0.43
Avg. price 1W:   5.21
Avg. volume 1W:   0.00
Avg. price 1M:   5.76
Avg. volume 1M:   0.00
Avg. price 6M:   4.40
Avg. volume 6M:   0.00
Avg. price 1Y:   3.08
Avg. volume 1Y:   1.57
Volatility 1M:   87.27%
Volatility 6M:   99.70%
Volatility 1Y:   117.23%
Volatility 3Y:   -