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Goldman Sachs Call 170 UWS 21.06..../  DE000GZ02V71  /

EUWAX
5/31/2024  10:51:40 AM Chg.+0.22 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
3.38EUR +6.96% -
Bid Size: -		 -
Ask Size: -		 WASTE MANAGEMENT 170.00 - 6/21/2024 Call
 

Master data

WKN: GZ02V7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 6/21/2024
Issue date: 9/15/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.10
Leverage: Yes

Calculated values

Fair value: 2.46
Intrinsic value: 2.42
Implied volatility: 1.41
Historic volatility: 0.14
Parity: 2.42
Time value: 1.39
Break-even: 208.10
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 2.52
Spread abs.: 0.05
Spread %: 1.33%
Delta: 0.72
Theta: -0.55
Omega: 3.66
Rho: 0.06
 

Quote data

Open: 3.38
High: 3.38
Low: 3.38
Previous Close: 3.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.65%
1 Month
  -7.40%
3 Months
  -5.32%
YTD  
+122.37%
1 Year  
+134.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.58 3.16
1M High / 1M Low: 3.94 3.16
6M High / 6M Low: 4.27 1.23
High (YTD): 3/28/2024 4.27
Low (YTD): 1/5/2024 1.44
52W High: 3/28/2024 4.27
52W Low: 10/2/2023 0.53
Avg. price 1W:   3.36
Avg. volume 1W:   0.00
Avg. price 1M:   3.68
Avg. volume 1M:   0.00
Avg. price 6M:   2.93
Avg. volume 6M:   0.00
Avg. price 1Y:   2.00
Avg. volume 1Y:   0.00
Volatility 1M:   60.59%
Volatility 6M:   79.70%
Volatility 1Y:   109.24%
Volatility 3Y:   -