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Goldman Sachs Call 200 ADP 21.06..../  DE000GZ9NAQ2  /

EUWAX
6/19/2024  10:38:11 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
4.17EUR - -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 200.00 - 6/21/2024 Call
 

Master data

WKN: GZ9NAQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 6/21/2024
Issue date: 3/7/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.39
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 2.76
Implied volatility: 4.15
Historic volatility: 0.17
Parity: 2.76
Time value: 1.46
Break-even: 242.20
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 1.69%
Delta: 0.72
Theta: -5.93
Omega: 3.87
Rho: 0.01
 

Quote data

Open: 4.17
High: 4.17
Low: 4.17
Previous Close: 4.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.36%
1 Month
  -15.07%
3 Months
  -4.14%
YTD  
+16.48%
1 Year  
+22.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.36 4.06
1M High / 1M Low: 5.13 3.71
6M High / 6M Low: 5.50 3.27
High (YTD): 2/26/2024 5.50
Low (YTD): 1/2/2024 3.63
52W High: 9/4/2023 5.96
52W Low: 11/1/2023 2.28
Avg. price 1W:   4.17
Avg. volume 1W:   0.00
Avg. price 1M:   4.39
Avg. volume 1M:   0.00
Avg. price 6M:   4.38
Avg. volume 6M:   0.00
Avg. price 1Y:   4.39
Avg. volume 1Y:   0.00
Volatility 1M:   92.95%
Volatility 6M:   75.28%
Volatility 1Y:   84.49%
Volatility 3Y:   -