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Goldman Sachs Call 4 BOY 20.09.20.../  DE000GZ1MT50  /

EUWAX
2024-06-14  9:00:40 AM Chg.-0.19 Bid12:45:14 PM Ask12:45:14 PM Underlying Strike price Expiration date Option type
5.19EUR -3.53% 4.92
Bid Size: 30,000		 4.93
Ask Size: 30,000		 BCO BIL.VIZ.ARG.NOM.... 4.00 - 2024-09-20 Call
 

Master data

WKN: GZ1MT5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 4.00 -
Maturity: 2024-09-20
Issue date: 2022-10-19
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.55
Leverage: Yes

Calculated values

Fair value: 5.15
Intrinsic value: 5.12
Implied volatility: 2.07
Historic volatility: 0.24
Parity: 5.12
Time value: 0.78
Break-even: 9.90
Moneyness: 2.28
Premium: 0.09
Premium p.a.: 0.36
Spread abs.: 0.30
Spread %: 5.36%
Delta: 0.91
Theta: -0.01
Omega: 1.40
Rho: 0.01
 

Quote data

Open: 5.19
High: 5.19
Low: 5.19
Previous Close: 5.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.73%
1 Month
  -10.36%
3 Months
  -17.49%
YTD  
+21.26%
1 Year  
+82.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.88 5.38
1M High / 1M Low: 6.22 5.38
6M High / 6M Low: 7.18 4.05
High (YTD): 2024-04-04 7.18
Low (YTD): 2024-01-19 4.05
52W High: 2024-04-04 7.18
52W Low: 2023-06-23 2.76
Avg. price 1W:   5.68
Avg. volume 1W:   0.00
Avg. price 1M:   5.90
Avg. volume 1M:   0.00
Avg. price 6M:   5.55
Avg. volume 6M:   0.00
Avg. price 1Y:   4.51
Avg. volume 1Y:   1.95
Volatility 1M:   50.49%
Volatility 6M:   45.88%
Volatility 1Y:   44.71%
Volatility 3Y:   -