Goldman Sachs Call 15 SZG 21.06.2024
/ DE000GZ0ZLK5
Goldman Sachs Call 15 SZG 21.06.2.../ DE000GZ0ZLK5 /
2024-04-30 6:27:52 PM |
Chg.-0.080 |
Bid9:56:05 PM |
Ask9:56:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
-8.16% |
- Bid Size: - |
- Ask Size: - |
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: |
0.960 |
High: |
0.970 |
Low: |
0.900 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+8.43% |
3 Months |
|
|
-17.43% |
YTD |
|
|
-34.31% |
1 Year |
|
|
-54.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.980 |
0.810 |
6M High / 6M Low: |
1.470 |
0.800 |
High (YTD): |
2024-01-02 |
1.370 |
Low (YTD): |
2024-03-19 |
0.800 |
52W High: |
2023-06-14 |
2.160 |
52W Low: |
2024-03-19 |
0.800 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.877 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.106 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.313 |
Avg. volume 1Y: |
|
18.605 |
Volatility 1M: |
|
122.52% |
Volatility 6M: |
|
81.37% |
Volatility 1Y: |
|
77.06% |
Volatility 3Y: |
|
- |