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Goldman Sachs Call 15 SZG 21.06.2.../  DE000GZ0ZLK5  /

EUWAX
2024-05-21  9:22:07 AM Chg.+0.060 Bid10:52:48 AM Ask10:52:48 AM Underlying Strike price Expiration date Option type
0.820EUR +7.89% 0.820
Bid Size: 50,000		 0.830
Ask Size: 50,000		 SALZGITTER AG O.N. 15.00 - 2024-06-21 Call
 

Master data

WKN: GZ0ZLK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2022-10-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.35
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.78
Implied volatility: 2.24
Historic volatility: 0.35
Parity: 0.78
Time value: 0.19
Break-even: 24.70
Moneyness: 1.52
Premium: 0.08
Premium p.a.: 1.54
Spread abs.: 0.15
Spread %: 18.29%
Delta: 0.83
Theta: -0.06
Omega: 1.96
Rho: 0.01
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.33%
1 Month  
+1.23%
3 Months
  -12.77%
YTD
  -40.15%
1 Year
  -55.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.720
1M High / 1M Low: 0.980 0.690
6M High / 6M Low: 1.460 0.690
High (YTD): 2024-01-02 1.290
Low (YTD): 2024-05-13 0.690
52W High: 2023-06-14 2.150
52W Low: 2024-05-13 0.690
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.809
Avg. volume 1M:   0.000
Avg. price 6M:   1.035
Avg. volume 6M:   0.000
Avg. price 1Y:   1.235
Avg. volume 1Y:   31.373
Volatility 1M:   137.87%
Volatility 6M:   88.97%
Volatility 1Y:   80.70%
Volatility 3Y:   -