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Goldman Sachs Call 200 ADP 17.01..../  DE000GZ7RT34  /

EUWAX
2024-05-30  9:21:21 AM Chg.-0.26 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
4.19EUR -5.84% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 200.00 - 2025-01-17 Call
 

Master data

WKN: GZ7RT3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-01-30
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.17
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 2.23
Implied volatility: 0.42
Historic volatility: 0.17
Parity: 2.23
Time value: 2.07
Break-even: 243.00
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 0.70%
Delta: 0.71
Theta: -0.07
Omega: 3.68
Rho: 0.73
 

Quote data

Open: 4.19
High: 4.19
Low: 4.19
Previous Close: 4.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.04%
1 Month
  -13.07%
3 Months
  -22.69%
YTD  
+1.45%
1 Year  
+28.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.24 4.19
1M High / 1M Low: 5.55 4.19
6M High / 6M Low: 5.94 3.95
High (YTD): 2024-02-26 5.94
Low (YTD): 2024-01-02 4.17
52W High: 2023-09-04 6.49
52W Low: 2023-11-01 3.23
Avg. price 1W:   4.75
Avg. volume 1W:   0.00
Avg. price 1M:   4.90
Avg. volume 1M:   0.00
Avg. price 6M:   4.83
Avg. volume 6M:   .56
Avg. price 1Y:   4.87
Avg. volume 1Y:   .27
Volatility 1M:   88.24%
Volatility 6M:   62.56%
Volatility 1Y:   66.76%
Volatility 3Y:   -