OverviewChartNewsTraderScreen

Goldman Sachs Call 87.5 SRE 21.06.../  DE000GZ02V30  /

EUWAX
2024-04-29  10:44:08 AM Chg.+0.001 Bid5:20:16 PM Ask5:20:16 PM Underlying Strike price Expiration date Option type
0.009EUR +12.50% 0.011
Bid Size: 10,000		 0.051
Ask Size: 5,000		 Sempra 87.50 USD 2024-06-21 Call
 

Master data

WKN: GZ02V3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Sempra
Type: Warrant
Option type: Call
Strike price: 87.50 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: 277.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.17
Parity: -3.02
Time value: 0.05
Break-even: 81.96
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 3.17
Spread abs.: 0.04
Spread %: 500.00%
Delta: 0.07
Theta: -0.01
Omega: 18.73
Rho: 0.01
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+200.00%
1 Month
  -43.75%
3 Months
  -83.02%
YTD
  -95.71%
1 Year
  -99.15%
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.003
1M High / 1M Low: 0.027 0.003
6M High / 6M Low: 0.300 0.003
High (YTD): 2024-01-08 0.290
Low (YTD): 2024-04-22 0.003
52W High: 2023-05-02 1.090
52W Low: 2024-04-22 0.003
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.283
Avg. volume 1Y:   0.000
Volatility 1M:   979.83%
Volatility 6M:   501.83%
Volatility 1Y:   416.85%
Volatility 3Y:   -