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

EUWAX
6/14/2024  10:12:24 AM Chg.-0.68 Bid9:54:28 PM Ask9:54:28 PM Underlying Strike price Expiration date Option type
3.48EUR -16.35% 3.01
Bid Size: 2,000		 4.51
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: 3.77
Leverage: Yes

Calculated values

Fair value: 3.62
Intrinsic value: 3.61
Implied volatility: 3.01
Historic volatility: 0.23
Parity: 3.61
Time value: 1.34
Break-even: 199.40
Moneyness: 1.24
Premium: 0.07
Premium p.a.: 36.09
Spread abs.: 1.50
Spread %: 43.60%
Delta: 0.77
Theta: -1.71
Omega: 2.89
Rho: 0.02
 

Quote data

Open: 3.48
High: 3.48
Low: 3.48
Previous Close: 4.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.44%
1 Month
  -39.37%
3 Months
  -53.91%
YTD
  -22.84%
1 Year
  -10.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.43 3.93
1M High / 1M Low: 6.43 3.49
6M High / 6M Low: 7.87 3.49
High (YTD): 3/4/2024 7.87
Low (YTD): 6/3/2024 3.49
52W High: 3/4/2024 7.87
52W Low: 8/17/2023 2.22
Avg. price 1W:   4.20
Avg. volume 1W:   0.00
Avg. price 1M:   5.09
Avg. volume 1M:   0.00
Avg. price 6M:   5.76
Avg. volume 6M:   0.00
Avg. price 1Y:   4.45
Avg. volume 1Y:   0.00
Volatility 1M:   138.15%
Volatility 6M:   91.91%
Volatility 1Y:   92.88%
Volatility 3Y:   -