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Goldman Sachs Call 100 ADS 21.06..../  DE000GZ0ZHU2  /

Frankfurt Zert./GS
30/04/2024  18:29:22 Chg.-0.700 Bid21:59:56 Ask21:59:56 Underlying Strike price Expiration date Option type
12.610EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 ADIDAS AG NA O.N. 100.00 - 21/06/2024 Call
 

Master data

WKN: GZ0ZHU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 21/06/2024
Issue date: 04/10/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.72
Leverage: Yes

Calculated values

Fair value: 12.48
Intrinsic value: 12.44
Implied volatility: 2.07
Historic volatility: 0.29
Parity: 12.44
Time value: 0.59
Break-even: 230.30
Moneyness: 2.24
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.81
Spread %: 6.63%
Delta: 0.94
Theta: -0.25
Omega: 1.62
Rho: 0.09
 

Quote data

Open: 13.000
High: 13.000
Low: 12.610
Previous Close: 13.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+24.11%
3 Months  
+62.92%
YTD  
+44.44%
1 Year  
+70.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 13.310 10.520
6M High / 6M Low: 13.310 6.320
High (YTD): 29/04/2024 13.310
Low (YTD): 01/02/2024 6.320
52W High: 29/04/2024 13.310
52W Low: 01/06/2023 5.600
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   12.457
Avg. volume 1M:   0.000
Avg. price 6M:   9.280
Avg. volume 6M:   0.000
Avg. price 1Y:   8.343
Avg. volume 1Y:   0.000
Volatility 1M:   81.72%
Volatility 6M:   80.83%
Volatility 1Y:   75.97%
Volatility 3Y:   -