OverviewChartNewsTraderScreen

Goldman Sachs Call 22 SZG 21.06.2.../  DE000GQ7NGQ4  /

EUWAX
2024-05-21  10:24:29 AM Chg.+0.030 Bid1:27:09 PM Ask1:27:09 PM Underlying Strike price Expiration date Option type
0.140EUR +27.27% 0.150
Bid Size: 50,000		 0.160
Ask Size: 50,000		 SALZGITTER AG O.N. 22.00 EUR 2024-06-21 Call
 

Master data

WKN: GQ7NGQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 2024-06-21
Issue date: 2023-10-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.24
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.08
Implied volatility: 0.77
Historic volatility: 0.35
Parity: 0.08
Time value: 0.17
Break-even: 24.47
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 1.27
Spread abs.: 0.10
Spread %: 68.03%
Delta: 0.61
Theta: -0.03
Omega: 5.67
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month
  -30.00%
3 Months
  -63.16%
YTD
  -81.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.091
1M High / 1M Low: 0.310 0.090
6M High / 6M Low: 0.840 0.090
High (YTD): 2024-01-02 0.710
Low (YTD): 2024-05-13 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   477.40%
Volatility 6M:   233.14%
Volatility 1Y:   -
Volatility 3Y:   -