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Goldman Sachs Call 15 A1G 17.01.2.../  DE000GZ7P4Q2  /

EUWAX
2024-06-14  9:59:42 AM Chg.0.000 Bid1:17:26 PM Ask1:17:26 PM Underlying Strike price Expiration date Option type
0.040EUR 0.00% 0.038
Bid Size: 100,000		 0.043
Ask Size: 100,000		 AMERICAN AIRLINES GR... 15.00 - 2025-01-17 Call
 

Master data

WKN: GZ7P4Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMERICAN AIRLINES GRP
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2025-01-17
Issue date: 2023-01-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.68
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.35
Parity: -0.43
Time value: 0.05
Break-even: 15.45
Moneyness: 0.71
Premium: 0.45
Premium p.a.: 0.87
Spread abs.: 0.01
Spread %: 12.50%
Delta: 0.24
Theta: 0.00
Omega: 5.61
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -80.95%
3 Months
  -76.47%
YTD
  -80.00%
1 Year
  -91.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.040
1M High / 1M Low: 0.220 0.040
6M High / 6M Low: 0.270 0.040
High (YTD): 2024-03-04 0.270
Low (YTD): 2024-06-13 0.040
52W High: 2023-07-11 0.590
52W Low: 2024-06-13 0.040
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.229
Avg. volume 1Y:   0.000
Volatility 1M:   163.44%
Volatility 6M:   170.08%
Volatility 1Y:   142.14%
Volatility 3Y:   -