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Goldman Sachs Call 14 NDX1 21.06..../  DE000GZ0MR04  /

EUWAX
2024-06-05  10:47:22 AM Chg.+0.090 Bid1:58:57 PM Ask1:58:57 PM Underlying Strike price Expiration date Option type
0.830EUR +12.16% 0.820
Bid Size: 5,000		 1.120
Ask Size: 5,000		 NORDEX SE O.N. 14.00 - 2024-06-21 Call
 

Master data

WKN: GZ0MR0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-06-21
Issue date: 2022-09-28
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.86
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.40
Implied volatility: 1.05
Historic volatility: 0.40
Parity: 0.40
Time value: 1.06
Break-even: 15.46
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 4.05
Spread abs.: 0.50
Spread %: 52.08%
Delta: 0.60
Theta: -0.04
Omega: 5.89
Rho: 0.00
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.67%
1 Month
  -3.49%
3 Months  
+102.44%
YTD  
+102.44%
1 Year
  -52.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.740
1M High / 1M Low: 1.620 0.730
6M High / 6M Low: 1.620 0.160
High (YTD): 2024-05-14 1.620
Low (YTD): 2024-02-28 0.160
52W High: 2023-07-27 2.220
52W Low: 2024-02-28 0.160
Avg. price 1W:   0.850
Avg. volume 1W:   0.000
Avg. price 1M:   0.974
Avg. volume 1M:   0.000
Avg. price 6M:   0.474
Avg. volume 6M:   0.000
Avg. price 1Y:   0.826
Avg. volume 1Y:   0.000
Volatility 1M:   268.26%
Volatility 6M:   261.26%
Volatility 1Y:   216.28%
Volatility 3Y:   -