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

EUWAX
5/31/2024  10:08:31 AM Chg.+0.05 Bid10:42:25 AM Ask10:42:25 AM Underlying Strike price Expiration date Option type
4.03EUR +1.26% 4.02
Bid Size: 3,000		 4.22
Ask Size: 3,000		 SUEDZUCKER AG O.N. 10.00 - 6/21/2024 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: 6/21/2024
Issue date: 10/19/2022
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.01
Leverage: Yes

Calculated values

Fair value: 3.95
Intrinsic value: 3.93
Implied volatility: 1.85
Historic volatility: 0.21
Parity: 3.93
Time value: 0.70
Break-even: 14.63
Moneyness: 1.39
Premium: 0.05
Premium p.a.: 1.34
Spread abs.: 0.83
Spread %: 21.84%
Delta: 0.83
Theta: -0.04
Omega: 2.51
Rho: 0.00
 

Quote data

Open: 4.03
High: 4.03
Low: 4.03
Previous Close: 3.98
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.03%
1 Month  
+15.14%
3 Months  
+18.88%
YTD
  -12.58%
1 Year
  -35.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.98 3.82
1M High / 1M Low: 4.17 3.45
6M High / 6M Low: 4.88 2.64
High (YTD): 1/4/2024 4.88
Low (YTD): 3/19/2024 2.64
52W High: 7/6/2023 7.45
52W Low: 3/19/2024 2.64
Avg. price 1W:   3.91
Avg. volume 1W:   0.00
Avg. price 1M:   3.78
Avg. volume 1M:   0.00
Avg. price 6M:   3.66
Avg. volume 6M:   0.00
Avg. price 1Y:   4.66
Avg. volume 1Y:   0.00
Volatility 1M:   56.12%
Volatility 6M:   62.65%
Volatility 1Y:   60.47%
Volatility 3Y:   -