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Goldman Sachs Call 250 RHHVF 21.0.../  DE000GZ81A54  /

EUWAX
2024-06-07  10:30:12 AM Chg.+0.022 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.063EUR +53.66% -
Bid Size: -		 -
Ask Size: -		 Roche Holding Ltd 250.00 - 2024-06-21 Call
 

Master data

WKN: GZ81A5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 130.10
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.22
Parity: -0.15
Time value: 0.19
Break-even: 251.91
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 0.47
Spread abs.: 0.15
Spread %: 334.09%
Delta: 0.43
Theta: -0.10
Omega: 55.83
Rho: 0.04
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+250.00%
1 Month  
+96.88%
3 Months
  -79.00%
YTD
  -92.13%
1 Year
  -98.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.027
1M High / 1M Low: 0.130 0.018
6M High / 6M Low: 1.380 0.018
High (YTD): 2024-01-04 1.340
Low (YTD): 2024-05-31 0.018
52W High: 2023-06-09 4.250
52W Low: 2024-05-31 0.018
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   0.000
Avg. price 1Y:   1.214
Avg. volume 1Y:   0.000
Volatility 1M:   620.12%
Volatility 6M:   395.83%
Volatility 1Y:   303.19%
Volatility 3Y:   -