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

EUWAX
6/6/2024  10:50:30 AM Chg.+0.050 Bid7:11:37 PM Ask7:11:37 PM Underlying Strike price Expiration date Option type
0.970EUR +5.43% 0.970
Bid Size: 100,000		 0.980
Ask Size: 100,000		 GENERAL MOTORS D... 35.00 - 6/21/2024 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: 6/21/2024
Issue date: 1/3/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.70
Implied volatility: 2.04
Historic volatility: 0.26
Parity: 0.70
Time value: 0.34
Break-even: 45.40
Moneyness: 1.20
Premium: 0.08
Premium p.a.: 5.83
Spread abs.: 0.07
Spread %: 7.22%
Delta: 0.74
Theta: -0.19
Omega: 2.99
Rho: 0.01
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.57%
1 Month  
+3.19%
3 Months  
+53.97%
YTD  
+162.16%
1 Year  
+79.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.700
1M High / 1M Low: 1.020 0.700
6M High / 6M Low: 1.040 0.250
High (YTD): 4/30/2024 1.040
Low (YTD): 1/24/2024 0.260
52W High: 4/30/2024 1.040
52W Low: 11/13/2023 0.073
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.898
Avg. volume 1M:   0.000
Avg. price 6M:   0.619
Avg. volume 6M:   0.000
Avg. price 1Y:   0.508
Avg. volume 1Y:   0.000
Volatility 1M:   115.34%
Volatility 6M:   156.66%
Volatility 1Y:   165.57%
Volatility 3Y:   -