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Goldman Sachs Call 1791.96 HMI 21.../  DE000GZ86NZ8  /

EUWAX
2024-05-31  11:29:10 AM Chg.+0.12 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
3.80EUR +3.26% -
Bid Size: -		 -
Ask Size: -		 HERMES INTERNATIONAL... 1,791.96 - 2024-06-21 Call
 

Master data

WKN: GZ86NZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 1,791.96 -
Maturity: 2024-06-21
Issue date: 2023-02-07
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 4.57
Leverage: Yes

Calculated values

Fair value: 3.88
Intrinsic value: 3.84
Implied volatility: 1.26
Historic volatility: 0.23
Parity: 3.84
Time value: 0.92
Break-even: 2,267.96
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 1.13
Spread abs.: 1.00
Spread %: 26.60%
Delta: 0.79
Theta: -4.75
Omega: 3.62
Rho: 0.68
 

Quote data

Open: 3.80
High: 3.80
Low: 3.80
Previous Close: 3.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.28%
1 Month
  -19.49%
3 Months
  -28.71%
YTD  
+67.40%
1 Year  
+16.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.98 3.62
1M High / 1M Low: 5.34 3.62
6M High / 6M Low: 6.22 1.21
High (YTD): 2024-03-25 6.22
Low (YTD): 2024-01-23 1.21
52W High: 2024-03-25 6.22
52W Low: 2023-10-20 1.03
Avg. price 1W:   3.81
Avg. volume 1W:   0.00
Avg. price 1M:   4.63
Avg. volume 1M:   0.00
Avg. price 6M:   4.01
Avg. volume 6M:   0.00
Avg. price 1Y:   3.18
Avg. volume 1Y:   0.00
Volatility 1M:   95.89%
Volatility 6M:   128.25%
Volatility 1Y:   129.16%
Volatility 3Y:   -