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Goldman Sachs Call 120 HMSB 20.12.../  DE000GZ6BUS7  /

EUWAX
2024-06-06  9:21:52 AM Chg.-0.06 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
6.06EUR -0.98% -
Bid Size: -		 -
Ask Size: -		 HENNES + MAURITZ B S... 120.00 - 2024-12-20 Call
 

Master data

WKN: GZ6BUS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HENNES + MAURITZ B SK-125
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-12-20
Issue date: 2023-01-02
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.85
Historic volatility: 0.36
Parity: -103.64
Time value: 6.13
Break-even: 126.13
Moneyness: 0.14
Premium: 6.71
Premium p.a.: 43.00
Spread abs.: 0.18
Spread %: 3.03%
Delta: 0.54
Theta: -0.03
Omega: 1.45
Rho: 0.01
 

Quote data

Open: 6.06
High: 6.06
Low: 6.06
Previous Close: 6.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.30%
1 Month  
+32.31%
3 Months  
+142.40%
YTD  
+5.94%
1 Year  
+104.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.22 5.81
1M High / 1M Low: 6.27 4.58
6M High / 6M Low: 6.27 2.44
High (YTD): 2024-05-24 6.27
Low (YTD): 2024-03-05 2.44
52W High: 2024-05-24 6.27
52W Low: 2024-03-05 2.44
Avg. price 1W:   5.94
Avg. volume 1W:   0.00
Avg. price 1M:   5.50
Avg. volume 1M:   0.00
Avg. price 6M:   4.34
Avg. volume 6M:   0.00
Avg. price 1Y:   4.38
Avg. volume 1Y:   0.00
Volatility 1M:   60.61%
Volatility 6M:   109.62%
Volatility 1Y:   108.27%
Volatility 3Y:   -