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Goldman Sachs Call 250 SIE 20.12..../  DE000GZ8VE18  /

EUWAX
5/13/2024  10:59:58 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 250.00 - 12/20/2024 Call
 

Master data

WKN: GZ8VE1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 12/20/2024
Issue date: 2/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 91.90
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -6.16
Time value: 0.21
Break-even: 252.05
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.62
Spread abs.: 0.09
Spread %: 81.42%
Delta: 0.12
Theta: -0.02
Omega: 10.93
Rho: 0.12
 

Quote data

Open: 0.120
High: 0.130
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month  
+30.00%
3 Months  
+30.00%
YTD
  -7.14%
1 Year
  -35.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.080
1M High / 1M Low: 0.120 0.065
6M High / 6M Low: 0.220 0.040
High (YTD): 3/18/2024 0.220
Low (YTD): 5/3/2024 0.065
52W High: 6/15/2023 0.240
52W Low: 11/8/2023 0.030
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.106
Avg. volume 1Y:   0.000
Volatility 1M:   202.11%
Volatility 6M:   177.74%
Volatility 1Y:   193.44%
Volatility 3Y:   -