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

EUWAX
13/06/2024  11:39:06 Chg.- Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.29EUR - -
Bid Size: -		 -
Ask Size: -		 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: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.99%
1 Month  
+30.30%
3 Months  
+122.41%
YTD  
+248.65%
1 Year  
+95.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 0.97
1M High / 1M Low: 1.29 0.70
6M High / 6M Low: 1.29 0.26
High (YTD): 13/06/2024 1.29
Low (YTD): 24/01/2024 0.26
52W High: 13/06/2024 1.29
52W Low: 13/11/2023 0.07
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   0.66
Avg. volume 6M:   0.00
Avg. price 1Y:   0.52
Avg. volume 1Y:   0.00
Volatility 1M:   131.82%
Volatility 6M:   144.13%
Volatility 1Y:   165.80%
Volatility 3Y:   -