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Goldman Sachs Call 700 BLQA 21.06.../  DE000GZ8KGC7  /

EUWAX
2024-05-29  11:37:17 AM Chg.-0.120 Bid12:57:05 PM Ask12:57:05 PM Underlying Strike price Expiration date Option type
0.630EUR -16.00% 0.630
Bid Size: 20,000		 0.700
Ask Size: 20,000		 BLACKROCK CL. A DL ... 700.00 - 2024-06-21 Call
 

Master data

WKN: GZ8KGC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BLACKROCK CL. A DL -,01
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.30
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.11
Implied volatility: 0.89
Historic volatility: 0.18
Parity: 0.11
Time value: 0.58
Break-even: 769.00
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 2.48
Spread abs.: 0.02
Spread %: 2.99%
Delta: 0.58
Theta: -1.38
Omega: 5.93
Rho: 0.21
 

Quote data

Open: 0.650
High: 0.650
Low: 0.630
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.05%
1 Month
  -10.00%
3 Months
  -43.24%
YTD
  -50.00%
1 Year
  -4.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.750
1M High / 1M Low: 1.090 0.610
6M High / 6M Low: 1.400 0.540
High (YTD): 2024-03-22 1.400
Low (YTD): 2024-04-19 0.540
52W High: 2024-03-22 1.400
52W Low: 2023-10-31 0.180
Avg. price 1W:   0.854
Avg. volume 1W:   0.000
Avg. price 1M:   0.840
Avg. volume 1M:   0.000
Avg. price 6M:   1.002
Avg. volume 6M:   4.839
Avg. price 1Y:   0.776
Avg. volume 1Y:   46.484
Volatility 1M:   135.54%
Volatility 6M:   118.12%
Volatility 1Y:   129.24%
Volatility 3Y:   -