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Goldman Sachs Call 35 FIE 21.06.2.../  DE000GZ3F8G0  /

EUWAX
6/17/2024  11:32:19 AM Chg.+0.020 Bid12:06:19 PM Ask12:06:19 PM Underlying Strike price Expiration date Option type
0.800EUR +2.56% 0.790
Bid Size: 20,000		 0.820
Ask Size: 20,000		 FIELMANN GROUP AG O.... 35.00 - 6/21/2024 Call
 

Master data

WKN: GZ3F8G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FIELMANN GROUP AG O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 6/21/2024
Issue date: 11/18/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.10
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.79
Implied volatility: 1.81
Historic volatility: 0.23
Parity: 0.79
Time value: 0.06
Break-even: 43.40
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 2.20
Spread abs.: 0.07
Spread %: 9.09%
Delta: 0.88
Theta: -0.21
Omega: 4.48
Rho: 0.00
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.11%
1 Month
  -32.77%
3 Months
  -5.88%
YTD
  -47.37%
1 Year
  -53.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.780
1M High / 1M Low: 1.190 0.780
6M High / 6M Low: 1.570 0.730
High (YTD): 1/22/2024 1.480
Low (YTD): 4/16/2024 0.730
52W High: 6/19/2023 1.740
52W Low: 4/16/2024 0.730
Avg. price 1W:   0.840
Avg. volume 1W:   0.000
Avg. price 1M:   0.939
Avg. volume 1M:   0.000
Avg. price 6M:   1.056
Avg. volume 6M:   0.000
Avg. price 1Y:   1.143
Avg. volume 1Y:   0.000
Volatility 1M:   71.44%
Volatility 6M:   77.17%
Volatility 1Y:   85.13%
Volatility 3Y:   -