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Goldman Sachs Call 2500 GVDBF 20..../  DE000GZ6BT74  /

EUWAX
2024-06-14  9:13:25 AM Chg.+0.12 Bid4:28:47 PM Ask4:28:47 PM Underlying Strike price Expiration date Option type
19.61EUR +0.62% 19.35
Bid Size: 5,000		 19.39
Ask Size: 5,000		 Givaudan SA 2,500.00 - 2024-12-20 Call
 

Master data

WKN: GZ6BT7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Call
Strike price: 2,500.00 -
Maturity: 2024-12-20
Issue date: 2023-01-02
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.27
Leverage: Yes

Calculated values

Fair value: 20.25
Intrinsic value: 19.78
Implied volatility: -
Historic volatility: 0.22
Parity: 19.78
Time value: -0.09
Break-even: 4,469.00
Moneyness: 1.79
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 0.20%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 19.61
High: 19.61
Low: 19.61
Previous Close: 19.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.75%
1 Month  
+21.05%
3 Months  
+27.42%
YTD  
+79.74%
1 Year  
+232.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 19.75 18.72
1M High / 1M Low: 19.75 16.20
6M High / 6M Low: 19.75 9.04
High (YTD): 2024-06-10 19.75
Low (YTD): 2024-01-23 9.04
52W High: 2024-06-10 19.75
52W Low: 2023-08-22 4.48
Avg. price 1W:   19.43
Avg. volume 1W:   0.00
Avg. price 1M:   18.01
Avg. volume 1M:   0.00
Avg. price 6M:   14.17
Avg. volume 6M:   0.00
Avg. price 1Y:   10.17
Avg. volume 1Y:   2.34
Volatility 1M:   40.39%
Volatility 6M:   54.24%
Volatility 1Y:   63.67%
Volatility 3Y:   -