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Goldman Sachs Call 150 SNW 20.12..../  DE000GZ67117  /

EUWAX
2024-06-18  10:46:18 AM Chg.0.000 Bid5:35:11 PM Ask5:35:11 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.004
Bid Size: 10,000		 0.150
Ask Size: 3,000		 SANOFI SA INHABER ... 150.00 - 2024-12-20 Call
 

Master data

WKN: GZ6711
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2022-12-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 56.56
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.25
Parity: -6.23
Time value: 0.16
Break-even: 151.55
Moneyness: 0.58
Premium: 0.73
Premium p.a.: 1.94
Spread abs.: 0.15
Spread %: 3,775.00%
Delta: 0.11
Theta: -0.02
Omega: 6.41
Rho: 0.04
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+33.33%
3 Months  
+100.00%
YTD
  -55.56%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.001
1M High / 1M Low: 0.005 0.001
6M High / 6M Low: 0.020 0.001
High (YTD): 2024-01-31 0.020
Low (YTD): 2024-06-12 0.001
52W High: 2023-10-16 0.060
52W Low: 2024-06-12 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.005
Avg. volume 6M:   80
Avg. price 1Y:   0.019
Avg. volume 1Y:   39.216
Volatility 1M:   1,161.58%
Volatility 6M:   823.63%
Volatility 1Y:   631.41%
Volatility 3Y:   -