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Goldman Sachs Call 350 MUV2 20.12.../  DE000GZ84369  /

EUWAX
2024-05-21  10:52:41 AM Chg.-0.16 Bid5:05:56 PM Ask5:05:56 PM Underlying Strike price Expiration date Option type
12.05EUR -1.31% 12.21
Bid Size: 5,000		 12.36
Ask Size: 5,000		 MUENCH.RUECKVERS.VNA... 350.00 EUR 2024-12-20 Call
 

Master data

WKN: GZ8436
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 350.00 EUR
Maturity: 2024-12-20
Issue date: 2023-02-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 11.61
Intrinsic value: 10.82
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 10.82
Time value: 1.33
Break-even: 471.50
Moneyness: 1.31
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.20
Spread %: 1.67%
Delta: 0.90
Theta: -0.08
Omega: 3.41
Rho: 1.71
 

Quote data

Open: 12.05
High: 12.05
Low: 12.05
Previous Close: 12.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.09%
1 Month  
+72.14%
3 Months  
+62.84%
YTD  
+154.22%
1 Year  
+233.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.21 10.75
1M High / 1M Low: 12.21 7.13
6M High / 6M Low: 12.21 4.57
High (YTD): 2024-05-20 12.21
Low (YTD): 2024-01-11 4.57
52W High: 2024-05-20 12.21
52W Low: 2023-07-10 2.64
Avg. price 1W:   11.55
Avg. volume 1W:   0.00
Avg. price 1M:   9.25
Avg. volume 1M:   0.00
Avg. price 6M:   7.31
Avg. volume 6M:   0.00
Avg. price 1Y:   5.66
Avg. volume 1Y:   0.00
Volatility 1M:   112.42%
Volatility 6M:   88.15%
Volatility 1Y:   81.64%
Volatility 3Y:   -