Goldman Sachs Call 15 SZG 21.06.2024
/ DE000GZ0ZLK5
Goldman Sachs Call 15 SZG 21.06.2.../ DE000GZ0ZLK5 /
| 4/30/2024 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 - |
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: |
2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
3.13 |
| Historic volatility: |
0.35 |
| Parity: |
0.58 |
| Time value: |
0.19 |
| Break-even: |
22.70 |
| Moneyness: |
1.39 |
| Premium: |
0.09 |
| Premium p.a.: |
10.03 |
| Spread abs.: |
0.15 |
| Spread %: |
24.19% |
| Delta: |
0.80 |
| Theta: |
-0.13 |
| Omega: |
2.17 |
| Rho: |
0.00 |
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 |
|
|
0.00% |
| 3 Months |
|
|
+1.12% |
| YTD |
|
|
-34.31% |
| 1 Year |
|
|
-56.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.470 |
0.800 |
| High (YTD): |
1/2/2024 |
1.370 |
| Low (YTD): |
3/19/2024 |
0.800 |
| 52W High: |
6/14/2023 |
2.160 |
| 52W Low: |
3/19/2024 |
0.800 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.283 |
| Avg. volume 1Y: |
|
19.802 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
84.66% |
| Volatility 1Y: |
|
76.86% |
| Volatility 3Y: |
|
- |
