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

EUWAX
14/06/2024  11:22:55 Chg.-0.56 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
16.93EUR -3.20% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 300.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 30/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.59
Leverage: Yes

Calculated values

Fair value: 16.70
Intrinsic value: 16.14
Implied volatility: 0.59
Historic volatility: 0.17
Parity: 16.14
Time value: 1.68
Break-even: 478.20
Moneyness: 1.54
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.20
Spread %: 1.14%
Delta: 0.90
Theta: -0.11
Omega: 2.33
Rho: 1.23
 

Quote data

Open: 16.93
High: 16.93
Low: 16.93
Previous Close: 17.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.50%
1 Month  
+8.53%
3 Months  
+19.39%
YTD  
+98.24%
1 Year  
+208.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.49 16.68
1M High / 1M Low: 17.49 15.60
6M High / 6M Low: 17.49 8.38
High (YTD): 13/06/2024 17.49
Low (YTD): 11/01/2024 8.38
52W High: 13/06/2024 17.49
52W Low: 10/07/2023 5.36
Avg. price 1W:   17.15
Avg. volume 1W:   0.00
Avg. price 1M:   16.73
Avg. volume 1M:   0.00
Avg. price 6M:   12.61
Avg. volume 6M:   0.00
Avg. price 1Y:   10.20
Avg. volume 1Y:   0.00
Volatility 1M:   34.73%
Volatility 6M:   55.96%
Volatility 1Y:   57.27%
Volatility 3Y:   -