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Goldman Sachs Call 350 IUI1 21.06.../  DE000GZ8ZXT4  /

EUWAX
2024-06-14  11:14:27 AM Chg.-0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.690EUR -4.17% -
Bid Size: -		 -
Ask Size: -		 INTUITIVE SURGIC. DL... 350.00 - 2024-06-21 Call
 

Master data

WKN: GZ8ZXT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: INTUITIVE SURGIC. DL-,001
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-06-21
Issue date: 2023-02-22
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.52
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.48
Implied volatility: 2.31
Historic volatility: 0.25
Parity: 0.48
Time value: 0.24
Break-even: 422.00
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 35.62
Spread abs.: 0.08
Spread %: 12.50%
Delta: 0.72
Theta: -3.33
Omega: 3.98
Rho: 0.04
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month  
+43.75%
3 Months  
+23.21%
YTD  
+165.38%
1 Year  
+86.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.630
1M High / 1M Low: 0.720 0.450
6M High / 6M Low: 0.720 0.180
High (YTD): 2024-06-13 0.720
Low (YTD): 2024-01-05 0.180
52W High: 2024-06-13 0.720
52W Low: 2023-10-30 0.059
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.548
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   0.322
Avg. volume 1Y:   9.804
Volatility 1M:   119.66%
Volatility 6M:   185.61%
Volatility 1Y:   174.49%
Volatility 3Y:   -