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Goldman Sachs Call 80 AFX 21.06.2.../  DE000GQ2Q5V2  /

EUWAX
6/3/2024  11:11:55 AM Chg.-0.140 Bid2:18:46 PM Ask2:18:46 PM Underlying Strike price Expiration date Option type
0.520EUR -21.21% 0.540
Bid Size: 30,000		 0.570
Ask Size: 30,000		 CARL ZEISS MEDITEC A... 80.00 EUR 6/21/2024 Call
 

Master data

WKN: GQ2Q5V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CARL ZEISS MEDITEC AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 6/21/2024
Issue date: 8/22/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.91
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.47
Implied volatility: 1.11
Historic volatility: 0.31
Parity: 0.47
Time value: 0.61
Break-even: 90.70
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 3.05
Spread abs.: 0.07
Spread %: 7.00%
Delta: 0.64
Theta: -0.22
Omega: 5.07
Rho: 0.02
 

Quote data

Open: 0.500
High: 0.520
Low: 0.500
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.48%
1 Month
  -73.20%
3 Months
  -86.21%
YTD
  -77.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 0.660
1M High / 1M Low: 2.140 0.660
6M High / 6M Low: 4.360 0.660
High (YTD): 3/13/2024 4.360
Low (YTD): 5/31/2024 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.994
Avg. volume 1W:   0.000
Avg. price 1M:   1.500
Avg. volume 1M:   0.000
Avg. price 6M:   2.553
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.20%
Volatility 6M:   149.40%
Volatility 1Y:   -
Volatility 3Y:   -