Goldman Sachs Call 400 AMG 21.06..../  DE000GZ901B1  /

EUWAX
6/13/2024  9:45:01 AM Chg.0.000 Bid6/13/2024 Ask6/13/2024 Underlying Strike price Expiration date Option type
0.002EUR 0.00% 0.002
Bid Size: 10,000
0.150
Ask Size: 2,000
AMGEN INC. DL-... 400.00 - 6/21/2024 Call
 

Master data

WKN: GZ901B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 6/21/2024
Issue date: 2/22/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 181.99
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.49
Historic volatility: 0.22
Parity: -12.16
Time value: 0.15
Break-even: 401.53
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 5,000.00%
Delta: 0.06
Theta: -0.47
Omega: 11.38
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -90.00%
3 Months
  -90.00%
YTD
  -96.00%
1 Year
  -92.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.002
1M High / 1M Low: 0.020 0.002
6M High / 6M Low: 0.150 0.002
High (YTD): 2/6/2024 0.150
Low (YTD): 6/12/2024 0.002
52W High: 10/17/2023 0.180
52W Low: 6/12/2024 0.002
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.041
Avg. volume 1Y:   0.000
Volatility 1M:   636.91%
Volatility 6M:   546.70%
Volatility 1Y:   473.16%
Volatility 3Y:   -