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Goldman Sachs Call 150 FOO 21.06..../  DE000GZ7WCK6  /

EUWAX
2024-06-17  10:08:32 AM Chg.- Bid8:45:09 AM Ask8:45:09 AM Underlying Strike price Expiration date Option type
7.73EUR - -
Bid Size: -		 -
Ask Size: -		 SALESFORCE INC. DL... 150.00 - 2024-06-21 Call
 

Master data

WKN: GZ7WCK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALESFORCE INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2023-02-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 6.46
Intrinsic value: 6.46
Implied volatility: 5.35
Historic volatility: 0.31
Parity: 6.46
Time value: 1.15
Break-even: 226.10
Moneyness: 1.43
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 1.33%
Delta: 0.84
Theta: -4.29
Omega: 2.36
Rho: 0.01
 

Quote data

Open: 7.73
High: 7.73
Low: 7.73
Previous Close: 7.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.27%
1 Month
  -38.11%
3 Months
  -43.08%
YTD
  -29.28%
1 Year  
+11.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.52 7.52
1M High / 1M Low: 12.59 6.33
6M High / 6M Low: 15.75 6.33
High (YTD): 2024-03-04 15.75
Low (YTD): 2024-05-30 6.33
52W High: 2024-03-04 15.75
52W Low: 2023-10-25 5.42
Avg. price 1W:   8.04
Avg. volume 1W:   0.00
Avg. price 1M:   9.37
Avg. volume 1M:   0.00
Avg. price 6M:   12.15
Avg. volume 6M:   0.00
Avg. price 1Y:   9.61
Avg. volume 1Y:   0.00
Volatility 1M:   178.14%
Volatility 6M:   84.85%
Volatility 1Y:   76.32%
Volatility 3Y:   -