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Goldman Sachs Call 300 MUV2 20.12.../  DE000GZ695W5  /

EUWAX
2024-05-21  9:59:05 AM Chg.-0.06 Bid11:25:28 AM Ask11:25:28 AM Underlying Strike price Expiration date Option type
16.83EUR -0.36% 16.73
Bid Size: 5,000		 16.88
Ask Size: 5,000		 MUENCH.RUECKVERS.VNA... 300.00 EUR 2024-12-20 Call
 

Master data

WKN: GZ695W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 300.00 EUR
Maturity: 2024-12-20
Issue date: 2022-12-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 16.48
Intrinsic value: 15.82
Implied volatility: 0.41
Historic volatility: 0.17
Parity: 15.82
Time value: 1.04
Break-even: 468.60
Moneyness: 1.53
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.20
Spread %: 1.20%
Delta: 0.94
Theta: -0.07
Omega: 2.57
Rho: 1.54
 

Quote data

Open: 16.83
High: 16.83
Low: 16.83
Previous Close: 16.89
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.88%
1 Month  
+51.90%
3 Months  
+45.34%
YTD  
+97.07%
1 Year  
+156.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.89 15.60
1M High / 1M Low: 16.89 11.74
6M High / 6M Low: 16.89 8.38
High (YTD): 2024-05-20 16.89
Low (YTD): 2024-01-11 8.38
52W High: 2024-05-20 16.89
52W Low: 2023-07-10 5.36
Avg. price 1W:   16.15
Avg. volume 1W:   0.00
Avg. price 1M:   13.85
Avg. volume 1M:   0.00
Avg. price 6M:   11.64
Avg. volume 6M:   0.00
Avg. price 1Y:   9.45
Avg. volume 1Y:   0.00
Volatility 1M:   78.81%
Volatility 6M:   62.04%
Volatility 1Y:   58.53%
Volatility 3Y:   -