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Goldman Sachs Call 35 8GM 21.06.2.../  DE000GZ6DPZ8  /

EUWAX
12/06/2024  09:44:55 Chg.- Bid10:02:22 Ask10:02:22 Underlying Strike price Expiration date Option type
1.25EUR - 1.30
Bid Size: 20,000		 1.35
Ask Size: 20,000		 GENERAL MOTORS D... 35.00 - 21/06/2024 Call
 

Master data

WKN: GZ6DPZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 21/06/2024
Issue date: 03/01/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 1.02
Implied volatility: 2.86
Historic volatility: 0.26
Parity: 1.02
Time value: 0.28
Break-even: 48.00
Moneyness: 1.29
Premium: 0.06
Premium p.a.: 14.73
Spread abs.: 0.01
Spread %: 0.78%
Delta: 0.79
Theta: -0.34
Omega: 2.76
Rho: 0.01
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.87%
1 Month  
+28.87%
3 Months  
+155.10%
YTD  
+237.84%
1 Year  
+78.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 0.97
1M High / 1M Low: 1.25 0.70
6M High / 6M Low: 1.25 0.25
High (YTD): 12/06/2024 1.25
Low (YTD): 24/01/2024 0.26
52W High: 12/06/2024 1.25
52W Low: 13/11/2023 0.07
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.65
Avg. volume 6M:   0.00
Avg. price 1Y:   0.52
Avg. volume 1Y:   0.00
Volatility 1M:   131.71%
Volatility 6M:   157.94%
Volatility 1Y:   165.90%
Volatility 3Y:   -