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Goldman Sachs Call 10 SZU 21.06.2.../  DE000GZ1MY61  /

EUWAX
2024-05-14  4:22:40 PM Chg.0.00 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
3.54EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SUEDZUCKER AG O.N. 10.00 - 2024-06-21 Call
 

Master data

WKN: GZ1MY6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2022-10-19
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.13
Leverage: Yes

Calculated values

Fair value: 3.42
Intrinsic value: 3.38
Implied volatility: 1.46
Historic volatility: 0.22
Parity: 3.38
Time value: 0.90
Break-even: 14.28
Moneyness: 1.34
Premium: 0.07
Premium p.a.: 0.87
Spread abs.: 0.70
Spread %: 19.55%
Delta: 0.81
Theta: -0.02
Omega: 2.52
Rho: 0.01
 

Quote data

Open: 3.62
High: 3.62
Low: 3.54
Previous Close: 3.54
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.28%
1 Month
  -0.56%
3 Months  
+0.57%
YTD
  -23.21%
1 Year
  -59.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.66 3.54
1M High / 1M Low: 3.66 2.96
6M High / 6M Low: 5.43 2.64
High (YTD): 2024-01-04 4.88
Low (YTD): 2024-03-19 2.64
52W High: 2023-05-15 8.61
52W Low: 2024-03-19 2.64
Avg. price 1W:   3.60
Avg. volume 1W:   0.00
Avg. price 1M:   3.39
Avg. volume 1M:   0.00
Avg. price 6M:   3.76
Avg. volume 6M:   0.00
Avg. price 1Y:   4.84
Avg. volume 1Y:   0.00
Volatility 1M:   66.74%
Volatility 6M:   60.69%
Volatility 1Y:   61.59%
Volatility 3Y:   -