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Goldman Sachs Call 180 UWS 21.06..../  DE000GZ02V48  /

EUWAX
6/14/2024  9:59:19 AM Chg.-0.04 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.99EUR -1.97% -
Bid Size: -		 -
Ask Size: -		 WASTE MANAGEMENT 180.00 - 6/21/2024 Call
 

Master data

WKN: GZ02V4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 6/21/2024
Issue date: 9/15/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.20
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 1.02
Implied volatility: 1.86
Historic volatility: 0.15
Parity: 1.02
Time value: 1.30
Break-even: 203.20
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 54.24
Spread abs.: 0.10
Spread %: 4.50%
Delta: 0.64
Theta: -1.43
Omega: 5.23
Rho: 0.02
 

Quote data

Open: 1.99
High: 1.99
Low: 1.99
Previous Close: 2.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.01%
1 Month
  -31.38%
3 Months
  -36.01%
YTD  
+109.47%
1 Year  
+109.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.11 1.99
1M High / 1M Low: 3.02 1.99
6M High / 6M Low: 3.38 0.81
High (YTD): 3/28/2024 3.38
Low (YTD): 1/5/2024 0.85
52W High: 3/28/2024 3.38
52W Low: 10/2/2023 0.29
Avg. price 1W:   2.04
Avg. volume 1W:   0.00
Avg. price 1M:   2.46
Avg. volume 1M:   0.00
Avg. price 6M:   2.26
Avg. volume 6M:   0.00
Avg. price 1Y:   1.46
Avg. volume 1Y:   0.00
Volatility 1M:   128.88%
Volatility 6M:   100.37%
Volatility 1Y:   139.43%
Volatility 3Y:   -