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Goldman Sachs Call 150 BLHEF 21.0.../  DE000GZ36GV6  /

EUWAX
6/7/2024  9:16:54 AM Chg.-0.110 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.560EUR -16.42% -
Bid Size: -		 -
Ask Size: -		 Baloise Holdings AG 150.00 - 6/21/2024 Call
 

Master data

WKN: GZ36GV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Baloise Holdings AG
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 6/21/2024
Issue date: 11/15/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.86
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.96
Implied volatility: -
Historic volatility: 0.18
Parity: 0.96
Time value: -0.23
Break-even: 157.30
Moneyness: 1.06
Premium: -0.01
Premium p.a.: -0.33
Spread abs.: 0.17
Spread %: 30.36%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.75%
1 Month  
+711.59%
3 Months  
+93.10%
YTD  
+366.67%
1 Year
  -34.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.500
1M High / 1M Low: 0.670 0.110
6M High / 6M Low: 0.670 0.025
High (YTD): 6/6/2024 0.670
Low (YTD): 4/25/2024 0.025
52W High: 6/9/2023 0.860
52W Low: 4/25/2024 0.025
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   0.181
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   334.69%
Volatility 6M:   301.38%
Volatility 1Y:   247.09%
Volatility 3Y:   -