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Goldman Sachs Call 150 HMSB 20.12.../  DE000GZ694M9  /

EUWAX
2024-06-07  9:44:07 AM Chg.+0.23 Bid10:03:05 AM Ask10:03:05 AM Underlying Strike price Expiration date Option type
3.94EUR +6.20% 3.95
Bid Size: 10,000		 4.02
Ask Size: 10,000		 HENNES + MAURITZ B S... 150.00 - 2024-12-20 Call
 

Master data

WKN: GZ694M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HENNES + MAURITZ B SK-125
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2022-12-30
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.31
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.50
Historic volatility: 0.36
Parity: -133.71
Time value: 3.78
Break-even: 153.78
Moneyness: 0.11
Premium: 8.44
Premium p.a.: 64.41
Spread abs.: 0.10
Spread %: 2.72%
Delta: 0.39
Theta: -0.03
Omega: 1.67
Rho: 0.01
 

Quote data

Open: 3.94
High: 3.94
Low: 3.94
Previous Close: 3.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.14%
1 Month  
+43.80%
3 Months  
+248.67%
YTD  
+5.91%
1 Year  
+111.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.97 3.61
1M High / 1M Low: 4.01 2.64
6M High / 6M Low: 4.01 1.10
High (YTD): 2024-05-24 4.01
Low (YTD): 2024-02-23 1.10
52W High: 2023-07-04 4.28
52W Low: 2024-02-23 1.10
Avg. price 1W:   3.75
Avg. volume 1W:   0.00
Avg. price 1M:   3.43
Avg. volume 1M:   0.00
Avg. price 6M:   2.55
Avg. volume 6M:   0.00
Avg. price 1Y:   2.69
Avg. volume 1Y:   0.00
Volatility 1M:   84.21%
Volatility 6M:   164.04%
Volatility 1Y:   150.16%
Volatility 3Y:   -