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

Frankfurt Zert./GS
2024-04-30  6:35:13 PM Chg.-0.150 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
5.870EUR -2.49% -
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: 2.06
Leverage: Yes

Calculated values

Fair value: 5.24
Intrinsic value: 5.23
Implied volatility: 3.22
Historic volatility: 0.31
Parity: 5.23
Time value: 0.70
Break-even: 1,293.00
Moneyness: 1.75
Premium: 0.06
Premium p.a.: 2.56
Spread abs.: 0.10
Spread %: 1.72%
Delta: 0.88
Theta: -5.26
Omega: 1.81
Rho: 0.21
 

Quote data

Open: 5.950
High: 5.990
Low: 5.870
Previous Close: 6.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -7.41%
YTD  
+49.36%
1 Year  
+241.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 6.460 2.150
High (YTD): 2024-04-12 6.460
Low (YTD): 2024-01-04 3.500
52W High: 2024-04-12 6.460
52W Low: 2023-06-07 1.510
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   4.835
Avg. volume 6M:   0.000
Avg. price 1Y:   3.125
Avg. volume 1Y:   1.970
Volatility 1M:   -
Volatility 6M:   96.06%
Volatility 1Y:   96.30%
Volatility 3Y:   -