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Goldman Sachs Call 35 RNL 21.06.2.../  DE000GZ5XTN6  /

EUWAX
2024-06-17  10:41:56 AM Chg.-0.01 Bid6:41:05 PM Ask6:41:05 PM Underlying Strike price Expiration date Option type
1.38EUR -0.72% 1.34
Bid Size: 5,000		 1.64
Ask Size: 5,000		 RENAULT INH. EO... 35.00 - 2024-06-21 Call
 

Master data

WKN: GZ5XTN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2022-12-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.25
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.31
Implied volatility: 3.56
Historic volatility: 0.29
Parity: 1.31
Time value: 0.17
Break-even: 49.80
Moneyness: 1.38
Premium: 0.03
Premium p.a.: 21.05
Spread abs.: 0.20
Spread %: 15.63%
Delta: 0.85
Theta: -0.52
Omega: 2.77
Rho: 0.00
 

Quote data

Open: 1.38
High: 1.38
Low: 1.38
Previous Close: 1.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.21%
1 Month
  -7.38%
3 Months  
+62.35%
YTD  
+187.50%
1 Year  
+112.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.74 1.39
1M High / 1M Low: 1.94 1.27
6M High / 6M Low: 1.94 0.22
High (YTD): 2024-06-03 1.94
Low (YTD): 2024-01-17 0.22
52W High: 2024-06-03 1.94
52W Low: 2024-01-17 0.22
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   0.93
Avg. volume 6M:   0.00
Avg. price 1Y:   0.76
Avg. volume 1Y:   0.00
Volatility 1M:   109.91%
Volatility 6M:   148.66%
Volatility 1Y:   137.96%
Volatility 3Y:   -