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Goldman Sachs Call 25 SZG 21.06.2.../  DE000GZ05NS3  /

Frankfurt Zert./GS
03/06/2024  15:46:46 Chg.+0.004 Bid15:51:29 Ask15:51:29 Underlying Strike price Expiration date Option type
0.014EUR +40.00% 0.014
Bid Size: 50,000		 0.021
Ask Size: 50,000		 SALZGITTER AG O.N. 25.00 - 21/06/2024 Call
 

Master data

WKN: GZ05NS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 21/06/2024
Issue date: 20/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 51.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.35
Parity: -0.23
Time value: 0.04
Break-even: 25.44
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 9.08
Spread abs.: 0.03
Spread %: 214.29%
Delta: 0.26
Theta: -0.03
Omega: 13.35
Rho: 0.00
 

Quote data

Open: 0.017
High: 0.017
Low: 0.014
Previous Close: 0.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -80.56%
3 Months
  -90.85%
YTD
  -97.25%
1 Year
  -98.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.008
1M High / 1M Low: 0.072 0.008
6M High / 6M Low: 0.580 0.008
High (YTD): 02/01/2024 0.470
Low (YTD): 29/05/2024 0.008
52W High: 14/06/2023 1.360
52W Low: 29/05/2024 0.008
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.442
Avg. volume 1Y:   0.000
Volatility 1M:   582.26%
Volatility 6M:   314.68%
Volatility 1Y:   240.50%
Volatility 3Y:   -