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Goldman Sachs Call 160 TII 21.06..../  DE000GZ7WCD1  /

EUWAX
2024-06-07  9:27:50 AM Chg.-0.02 Bid6:22:48 PM Ask6:22:48 PM Underlying Strike price Expiration date Option type
3.38EUR -0.59% 3.46
Bid Size: 10,000		 3.51
Ask Size: 10,000		 TEXAS INSTR. ... 160.00 - 2024-06-21 Call
 

Master data

WKN: GZ7WCD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TEXAS INSTR. DL 1
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-02-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.22
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 2.02
Implied volatility: 1.73
Historic volatility: 0.21
Parity: 2.02
Time value: 1.43
Break-even: 194.50
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 6.35
Spread abs.: 0.07
Spread %: 2.07%
Delta: 0.70
Theta: -0.77
Omega: 3.65
Rho: 0.04
 

Quote data

Open: 3.38
High: 3.38
Low: 3.38
Previous Close: 3.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.68%
1 Month  
+73.33%
3 Months  
+108.64%
YTD  
+87.78%
1 Year  
+34.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.40 3.11
1M High / 1M Low: 4.05 1.95
6M High / 6M Low: 4.05 0.82
High (YTD): 2024-05-23 4.05
Low (YTD): 2024-04-22 0.82
52W High: 2024-05-23 4.05
52W Low: 2023-10-25 0.57
Avg. price 1W:   3.26
Avg. volume 1W:   0.00
Avg. price 1M:   3.16
Avg. volume 1M:   0.00
Avg. price 6M:   1.70
Avg. volume 6M:   0.00
Avg. price 1Y:   1.76
Avg. volume 1Y:   0.00
Volatility 1M:   113.63%
Volatility 6M:   212.65%
Volatility 1Y:   175.63%
Volatility 3Y:   -