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Goldman Sachs Call 247.83 CFR 20..../  DE000GZ9R0G7  /

EUWAX
2024-05-27  10:59:02 AM Chg.- Bid10:37:06 AM Ask10:37:06 AM Underlying Strike price Expiration date Option type
0.022EUR - 0.023
Bid Size: 20,000		 0.043
Ask Size: 20,000		 RICHEMONT N 247.83 CHF 2024-12-20 Call
 

Master data

WKN: GZ9R0G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 247.83 CHF
Maturity: 2024-12-20
Issue date: 2023-03-08
Last trading day: 2024-12-19
Ratio: 9.91:1
Exercise type: American
Quanto: No
Gearing: 156.56
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.31
Parity: -10.65
Time value: 0.09
Break-even: 250.73
Moneyness: 0.58
Premium: 0.74
Premium p.a.: 1.66
Spread abs.: 0.07
Spread %: 304.35%
Delta: 0.06
Theta: -0.01
Omega: 8.69
Rho: 0.04
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -12.00%
3 Months
  -62.71%
YTD
  -29.03%
1 Year
  -90.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.019
1M High / 1M Low: 0.029 0.019
6M High / 6M Low: 0.090 0.018
High (YTD): 2024-03-14 0.090
Low (YTD): 2024-01-17 0.018
52W High: 2023-05-30 0.230
52W Low: 2023-11-13 0.014
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.039
Avg. volume 6M:   0.000
Avg. price 1Y:   0.064
Avg. volume 1Y:   3.187
Volatility 1M:   143.31%
Volatility 6M:   151.54%
Volatility 1Y:   177.10%
Volatility 3Y:   -