OverviewChartNewsTraderScreen

Goldman Sachs Call 40 SHOP 21.06..../  DE000GZ8SC31  /

EUWAX
2024-06-14  10:06:30 AM Chg.+0.04 Bid12:11:19 PM Ask12:11:19 PM Underlying Strike price Expiration date Option type
2.44EUR +1.67% 2.49
Bid Size: 10,000		 2.56
Ask Size: 10,000		 Shopify Inc 40.00 - 2024-06-21 Call
 

Master data

WKN: GZ8SC3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Shopify Inc
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2023-02-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.59
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 2.02
Implied volatility: 3.73
Historic volatility: 0.47
Parity: 2.02
Time value: 0.31
Break-even: 63.30
Moneyness: 1.51
Premium: 0.05
Premium p.a.: 12.17
Spread abs.: 0.02
Spread %: 0.87%
Delta: 0.85
Theta: -0.51
Omega: 2.21
Rho: 0.01
 

Quote data

Open: 2.44
High: 2.44
Low: 2.44
Previous Close: 2.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.23%
1 Month  
+37.08%
3 Months
  -33.52%
YTD
  -33.70%
1 Year
  -14.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.40 1.98
1M High / 1M Low: 2.40 1.61
6M High / 6M Low: 4.92 1.61
High (YTD): 2024-02-12 4.92
Low (YTD): 2024-05-28 1.61
52W High: 2024-02-12 4.92
52W Low: 2023-10-27 1.20
Avg. price 1W:   2.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.84
Avg. volume 1M:   0.00
Avg. price 6M:   3.22
Avg. volume 6M:   0.00
Avg. price 1Y:   2.77
Avg. volume 1Y:   0.00
Volatility 1M:   73.53%
Volatility 6M:   95.67%
Volatility 1Y:   107.68%
Volatility 3Y:   -