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Goldman Sachs Call 30 FIE 20.12.2.../  DE000GZ69303  /

EUWAX
2024-06-07  12:24:46 PM Chg.+0.01 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
1.45EUR +0.69% 1.45
Bid Size: 20,000		 1.47
Ask Size: 20,000		 FIELMANN GROUP AG O.... 30.00 - 2024-12-20 Call
 

Master data

WKN: GZ6930
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FIELMANN GROUP AG O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2022-12-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.93
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.40
Implied volatility: 0.41
Historic volatility: 0.23
Parity: 1.40
Time value: 0.11
Break-even: 45.00
Moneyness: 1.47
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 4.90%
Delta: 0.93
Theta: -0.01
Omega: 2.73
Rho: 0.14
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -18.08%
3 Months  
+16.00%
YTD
  -28.22%
1 Year
  -22.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.42
1M High / 1M Low: 1.80 1.41
6M High / 6M Low: 2.05 1.25
High (YTD): 2024-01-22 1.97
Low (YTD): 2024-03-08 1.25
52W High: 2023-06-16 2.21
52W Low: 2023-11-08 1.21
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   1.60
Avg. volume 6M:   0.00
Avg. price 1Y:   1.66
Avg. volume 1Y:   0.00
Volatility 1M:   33.98%
Volatility 6M:   49.23%
Volatility 1Y:   58.42%
Volatility 3Y:   -