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Goldman Sachs Call 175 UWS 21.06..../  DE000GZ02V63  /

EUWAX
2024-06-19  9:49:43 AM Chg.+0.11 Bid8:00:02 PM Ask8:00:02 PM Underlying Strike price Expiration date Option type
3.05EUR +3.74% -
Bid Size: -		 -
Ask Size: -		 WASTE MANAGEMENT 175.00 - 2024-06-21 Call
 

Master data

WKN: GZ02V6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-06-21
Issue date: 2022-09-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.96
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 1.86
Implied volatility: 4.05
Historic volatility: 0.15
Parity: 1.86
Time value: 1.39
Break-even: 207.50
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 6.56%
Delta: 0.69
Theta: -5.15
Omega: 4.09
Rho: 0.01
 

Quote data

Open: 3.05
High: 3.05
Low: 3.05
Previous Close: 2.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.68%
1 Month
  -12.36%
3 Months
  -18.01%
YTD  
+152.07%
1 Year  
+174.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.94 2.45
1M High / 1M Low: 3.31 2.45
6M High / 6M Low: 3.82 1.14
High (YTD): 2024-03-28 3.82
Low (YTD): 2024-01-08 1.14
52W High: 2024-03-28 3.82
52W Low: 2023-10-02 0.39
Avg. price 1W:   2.64
Avg. volume 1W:   0.00
Avg. price 1M:   2.84
Avg. volume 1M:   0.00
Avg. price 6M:   2.68
Avg. volume 6M:   0.00
Avg. price 1Y:   1.76
Avg. volume 1Y:   0.00
Volatility 1M:   130.09%
Volatility 6M:   87.75%
Volatility 1Y:   126.52%
Volatility 3Y:   -