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Goldman Sachs Call 160 FOO 21.06..../  DE000GX8Z6B1  /

EUWAX
2024-06-17  10:38:40 AM Chg.+0.14 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
6.78EUR +2.11% -
Bid Size: -		 -
Ask Size: -		 SALESFORCE INC. DL... 160.00 - 2024-06-21 Call
 

Master data

WKN: GX8Z6B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALESFORCE INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-09-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 5.68
Intrinsic value: 5.67
Implied volatility: 4.13
Historic volatility: 0.31
Parity: 5.67
Time value: 1.14
Break-even: 228.10
Moneyness: 1.35
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 1.04%
Delta: 0.82
Theta: -3.08
Omega: 2.61
Rho: 0.01
 

Quote data

Open: 6.78
High: 6.78
Low: 6.78
Previous Close: 6.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.14%
1 Month
  -41.20%
3 Months
  -49.25%
YTD
  -32.74%
1 Year  
+9.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.63 6.64
1M High / 1M Low: 11.69 5.29
6M High / 6M Low: 14.75 5.29
High (YTD): 2024-03-04 14.75
Low (YTD): 2024-05-30 5.29
52W High: 2024-03-04 14.75
52W Low: 2023-10-27 4.67
Avg. price 1W:   7.29
Avg. volume 1W:   0.00
Avg. price 1M:   8.67
Avg. volume 1M:   0.00
Avg. price 6M:   11.27
Avg. volume 6M:   0.00
Avg. price 1Y:   8.77
Avg. volume 1Y:   0.00
Volatility 1M:   201.19%
Volatility 6M:   94.73%
Volatility 1Y:   84.32%
Volatility 3Y:   -