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

EUWAX
6/3/2024  9:20:36 AM Chg.+0.45 Bid2:08:45 PM Ask2:08:45 PM Underlying Strike price Expiration date Option type
17.12EUR +2.70% 16.67
Bid Size: 5,000		 16.82
Ask Size: 5,000		 MUENCH.RUECKVERS.VNA... 300.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 12/30/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.68
Leverage: Yes

Calculated values

Fair value: 16.40
Intrinsic value: 15.79
Implied volatility: 0.48
Historic volatility: 0.17
Parity: 15.79
Time value: 1.27
Break-even: 470.60
Moneyness: 1.53
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.70
Spread %: 4.28%
Delta: 0.92
Theta: -0.08
Omega: 2.48
Rho: 1.38
 

Quote data

Open: 17.12
High: 17.12
Low: 17.12
Previous Close: 16.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.18%
1 Month  
+42.43%
3 Months  
+28.34%
YTD  
+100.47%
1 Year  
+154.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.09 16.63
1M High / 1M Low: 17.24 11.93
6M High / 6M Low: 17.24 8.38
High (YTD): 5/23/2024 17.24
Low (YTD): 1/11/2024 8.38
52W High: 5/23/2024 17.24
52W Low: 7/10/2023 5.36
Avg. price 1W:   16.77
Avg. volume 1W:   0.00
Avg. price 1M:   15.67
Avg. volume 1M:   0.00
Avg. price 6M:   12.14
Avg. volume 6M:   0.00
Avg. price 1Y:   9.84
Avg. volume 1Y:   0.00
Volatility 1M:   65.51%
Volatility 6M:   62.41%
Volatility 1Y:   58.33%
Volatility 3Y:   -