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Goldman Sachs Call 85 SRE 21.06.2.../  DE000GZ02V22  /

EUWAX
2024-04-29  10:44:08 AM Chg.-0.002 Bid4:36:53 PM Ask4:36:53 PM Underlying Strike price Expiration date Option type
0.018EUR -10.00% 0.020
Bid Size: 10,000		 0.120
Ask Size: 5,000		 Sempra 85.00 USD 2024-06-21 Call
 

Master data

WKN: GZ02V2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Sempra
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-06-21
Issue date: 2022-09-15
Last trading day: 2024-06-20
Ratio: 5:1
Exercise type: American
Quanto: No
Gearing: 112.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.17
Parity: -2.56
Time value: 0.12
Break-even: 79.98
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 2.52
Spread abs.: 0.10
Spread %: 555.56%
Delta: 0.13
Theta: -0.02
Omega: 14.84
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+125.00%
1 Month
  -40.00%
3 Months
  -82.00%
YTD
  -94.19%
1 Year
  -98.54%
3 Years     -
5 Years     -
1W High / 1W Low: 0.020 0.008
1M High / 1M Low: 0.050 0.008
6M High / 6M Low: 0.420 0.008
High (YTD): 2024-01-08 0.420
Low (YTD): 2024-04-22 0.008
52W High: 2023-05-02 1.260
52W Low: 2024-04-22 0.008
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   777.44%
Volatility 6M:   404.55%
Volatility 1Y:   302.20%
Volatility 3Y:   -