OverviewChartNewsTraderScreen

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

EUWAX
6/14/2024  5:17:22 PM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.420EUR -4.55% -
Bid Size: -		 -
Ask Size: -		 SALZGITTER AG O.N. 15.00 - 6/21/2024 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: 6/21/2024
Issue date: 10/4/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.46
Implied volatility: 3.30
Historic volatility: 0.35
Parity: 0.46
Time value: 0.14
Break-even: 20.92
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 31.41
Spread abs.: 0.15
Spread %: 34.24%
Delta: 0.79
Theta: -0.18
Omega: 2.62
Rho: 0.00
 

Quote data

Open: 0.460
High: 0.460
Low: 0.420
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -41.67%
3 Months
  -52.81%
YTD
  -69.34%
1 Year
  -80.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.420
1M High / 1M Low: 0.860 0.420
6M High / 6M Low: 1.460 0.420
High (YTD): 1/2/2024 1.290
Low (YTD): 6/14/2024 0.420
52W High: 6/15/2023 2.120
52W Low: 6/14/2024 0.420
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.692
Avg. volume 1M:   0.000
Avg. price 6M:   0.947
Avg. volume 6M:   0.000
Avg. price 1Y:   1.151
Avg. volume 1Y:   31.250
Volatility 1M:   147.50%
Volatility 6M:   100.18%
Volatility 1Y:   88.86%
Volatility 3Y:   -