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Goldman Sachs Call 80 NEE 21.06.2.../  DE000GZ7WG99  /

EUWAX
2024-05-22  9:30:07 AM Chg.+0.016 Bid6:29:57 PM Ask6:29:57 PM Underlying Strike price Expiration date Option type
0.070EUR +29.63% 0.078
Bid Size: 100,000		 0.083
Ask Size: 100,000		 NextEra Energy Inc 80.00 - 2024-06-21 Call
 

Master data

WKN: GZ7WG9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-02-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 86.46
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -0.91
Time value: 0.08
Break-even: 80.82
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 3.92
Spread abs.: 0.01
Spread %: 9.33%
Delta: 0.18
Theta: -0.04
Omega: 15.87
Rho: 0.01
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+600.00%
3 Months  
+775.00%
YTD  
+75.00%
1 Year
  -87.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.054
1M High / 1M Low: 0.100 0.007
6M High / 6M Low: 0.100 0.005
High (YTD): 2024-05-16 0.100
Low (YTD): 2024-03-05 0.005
52W High: 2023-05-29 0.560
52W Low: 2024-03-05 0.005
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.139
Avg. volume 1Y:   0.000
Volatility 1M:   498.25%
Volatility 6M:   320.76%
Volatility 1Y:   266.32%
Volatility 3Y:   -