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

EUWAX
2024-06-04  9:09:00 AM Chg.-0.040 Bid3:46:46 PM Ask3:46:46 PM Underlying Strike price Expiration date Option type
0.700EUR -5.41% 0.730
Bid Size: 50,000		 0.740
Ask Size: 50,000		 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: 9.76
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.13
Implied volatility: 1.09
Historic volatility: 0.18
Parity: 0.13
Time value: 0.60
Break-even: 773.00
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 4.72
Spread abs.: 0.02
Spread %: 2.82%
Delta: 0.58
Theta: -1.95
Omega: 5.66
Rho: 0.16
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+12.90%
3 Months
  -39.66%
YTD
  -44.44%
1 Year  
+2.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.540
1M High / 1M Low: 1.090 0.540
6M High / 6M Low: 1.400 0.540
High (YTD): 2024-03-22 1.400
Low (YTD): 2024-05-30 0.540
52W High: 2024-03-22 1.400
52W Low: 2023-10-31 0.180
Avg. price 1W:   0.666
Avg. volume 1W:   120
Avg. price 1M:   0.840
Avg. volume 1M:   28.571
Avg. price 6M:   0.996
Avg. volume 6M:   9.600
Avg. price 1Y:   0.777
Avg. volume 1Y:   49.020
Volatility 1M:   179.09%
Volatility 6M:   126.28%
Volatility 1Y:   132.70%
Volatility 3Y:   -