Goldman Sachs Call 13 SZU 21.06.2.../  DE000GG5ZQH2  /

EUWAX
2024-04-02  8:51:32 PM Chg.- Bid9:12:59 AM Ask9:12:59 AM Underlying Strike price Expiration date Option type
0.700EUR - -
Bid Size: -
-
Ask Size: -
SUEDZUCKER AG O.N. 13.00 EUR 2024-06-21 Call
 

Master data

WKN: GG5ZQH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 2024-06-21
Issue date: 2024-04-02
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.34
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.38
Implied volatility: 0.56
Historic volatility: 0.22
Parity: 0.38
Time value: 0.80
Break-even: 14.18
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.75
Spread abs.: 0.50
Spread %: 73.53%
Delta: 0.61
Theta: -0.01
Omega: 6.88
Rho: 0.01
 

Quote data

Open: 0.810
High: 0.810
Low: 0.700
Previous Close: -
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.700 0.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.700
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -