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Goldman Sachs Call 3500 GVDBF 21..../  DE000GZ0ZH50  /

EUWAX
2024-05-29  11:43:45 AM Chg.+0.02 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
7.50EUR +0.27% -
Bid Size: -		 -
Ask Size: -		 Givaudan SA 3,500.00 - 2024-06-21 Call
 

Master data

WKN: GZ0ZH5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Call
Strike price: 3,500.00 -
Maturity: 2024-06-21
Issue date: 2022-10-04
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.51
Leverage: Yes

Calculated values

Fair value: 7.25
Intrinsic value: 7.17
Implied volatility: 0.66
Historic volatility: 0.22
Parity: 7.17
Time value: 0.48
Break-even: 4,265.00
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.30
Spread %: 4.08%
Delta: 0.89
Theta: -3.15
Omega: 4.91
Rho: 1.88
 

Quote data

Open: 7.45
High: 7.50
Low: 7.45
Previous Close: 7.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.53%
1 Month  
+44.79%
3 Months  
+167.86%
YTD  
+303.23%
1 Year  
+463.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.71 7.04
1M High / 1M Low: 7.71 4.71
6M High / 6M Low: 7.71 0.91
High (YTD): 2024-05-24 7.71
Low (YTD): 2024-01-23 0.91
52W High: 2024-05-24 7.71
52W Low: 2023-09-19 0.26
Avg. price 1W:   7.39
Avg. volume 1W:   0.00
Avg. price 1M:   6.23
Avg. volume 1M:   0.00
Avg. price 6M:   3.64
Avg. volume 6M:   0.00
Avg. price 1Y:   2.09
Avg. volume 1Y:   0.00
Volatility 1M:   87.89%
Volatility 6M:   196.51%
Volatility 1Y:   202.54%
Volatility 3Y:   -