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Goldman Sachs Call 150 CGM 21.06..../  DE000GZ03WW1  /

EUWAX
6/3/2024  10:31:16 AM Chg.-0.25 Bid7:16:32 PM Ask7:16:32 PM Underlying Strike price Expiration date Option type
3.49EUR -6.68% 3.33
Bid Size: 2,000		 4.33
Ask Size: 2,000		 CAPGEMINI SE INH. EO... 150.00 - 6/21/2024 Call
 

Master data

WKN: GZ03WW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 6/21/2024
Issue date: 9/19/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.10
Leverage: Yes

Calculated values

Fair value: 3.59
Intrinsic value: 3.56
Implied volatility: 1.57
Historic volatility: 0.23
Parity: 3.56
Time value: 0.97
Break-even: 195.30
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 1.81
Spread abs.: 1.00
Spread %: 28.33%
Delta: 0.79
Theta: -0.53
Omega: 3.22
Rho: 0.05
 

Quote data

Open: 3.49
High: 3.49
Low: 3.49
Previous Close: 3.74
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.72%
1 Month
  -33.40%
3 Months
  -55.20%
YTD
  -22.62%
1 Year  
+8.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.43 3.74
1M High / 1M Low: 6.43 3.74
6M High / 6M Low: 7.87 3.59
High (YTD): 3/4/2024 7.87
Low (YTD): 1/10/2024 3.59
52W High: 3/4/2024 7.87
52W Low: 8/17/2023 2.22
Avg. price 1W:   5.38
Avg. volume 1W:   0.00
Avg. price 1M:   5.67
Avg. volume 1M:   0.00
Avg. price 6M:   5.80
Avg. volume 6M:   0.00
Avg. price 1Y:   4.44
Avg. volume 1Y:   0.00
Volatility 1M:   113.33%
Volatility 6M:   85.11%
Volatility 1Y:   90.79%
Volatility 3Y:   -