OverviewChartNewsTraderScreen

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

EUWAX
18/06/2024  09:21:22 Chg.+0.18 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
3.40EUR +5.59% -
Bid Size: -		 -
Ask Size: -		 WASTE MANAGEMENT 170.00 - 21/06/2024 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: 21/06/2024
Issue date: 15/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.49
Leverage: Yes

Calculated values

Fair value: 2.22
Intrinsic value: 2.22
Implied volatility: 3.40
Historic volatility: 0.15
Parity: 2.22
Time value: 1.28
Break-even: 205.00
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 2.94%
Delta: 0.71
Theta: -3.39
Omega: 3.90
Rho: 0.01
 

Quote data

Open: 3.40
High: 3.40
Low: 3.40
Previous Close: 3.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.48%
1 Month
  -13.71%
3 Months
  -15.00%
YTD  
+123.68%
1 Year  
+146.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.22 2.92
1M High / 1M Low: 3.77 2.91
6M High / 6M Low: 4.27 1.44
High (YTD): 28/03/2024 4.27
Low (YTD): 05/01/2024 1.44
52W High: 28/03/2024 4.27
52W Low: 02/10/2023 0.53
Avg. price 1W:   3.02
Avg. volume 1W:   0.00
Avg. price 1M:   3.30
Avg. volume 1M:   0.00
Avg. price 6M:   3.07
Avg. volume 6M:   0.00
Avg. price 1Y:   2.07
Avg. volume 1Y:   0.00
Volatility 1M:   113.28%
Volatility 6M:   78.92%
Volatility 1Y:   112.07%
Volatility 3Y:   -