OverviewChartNewsTraderScreen

Goldman Sachs Call 8 BOY 20.12.20.../  DE000GZ6BTZ4  /

EUWAX
2024-06-03  9:39:37 AM Chg.+0.09 Bid1:03:22 PM Ask1:03:22 PM Underlying Strike price Expiration date Option type
2.35EUR +3.98% 2.27
Bid Size: 30,000		 2.28
Ask Size: 30,000		 BCO BIL.VIZ.ARG.NOM.... 8.00 - 2024-12-20 Call
 

Master data

WKN: GZ6BTZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2024-12-20
Issue date: 2023-01-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.02
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 1.94
Implied volatility: 0.43
Historic volatility: 0.24
Parity: 1.94
Time value: 0.53
Break-even: 10.47
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.20
Spread %: 8.81%
Delta: 0.82
Theta: 0.00
Omega: 3.29
Rho: 0.03
 

Quote data

Open: 2.35
High: 2.35
Low: 2.35
Previous Close: 2.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.52%
1 Month  
+8.80%
3 Months  
+54.61%
YTD  
+167.05%
1 Year  
+459.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.27 2.17
1M High / 1M Low: 2.59 2.01
6M High / 6M Low: 3.21 0.70
High (YTD): 2024-04-04 3.21
Low (YTD): 2024-01-19 0.70
52W High: 2024-04-04 3.21
52W Low: 2023-06-13 0.39
Avg. price 1W:   2.22
Avg. volume 1W:   0.00
Avg. price 1M:   2.25
Avg. volume 1M:   0.00
Avg. price 6M:   1.81
Avg. volume 6M:   0.00
Avg. price 1Y:   1.20
Avg. volume 1Y:   0.00
Volatility 1M:   108.05%
Volatility 6M:   119.84%
Volatility 1Y:   113.18%
Volatility 3Y:   -