OverviewChartNewsTraderScreen

Goldman Sachs Call 50 SHOP 21.06..../  DE000GZ8VF74  /

EUWAX
2024-06-14  10:13:51 AM Chg.+0.03 Bid4:32:33 PM Ask4:32:33 PM Underlying Strike price Expiration date Option type
1.50EUR +2.04% 1.53
Bid Size: 30,000		 1.55
Ask Size: 30,000		 Shopify Inc 50.00 - 2024-06-21 Call
 

Master data

WKN: GZ8VF7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Shopify Inc
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-02-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.35
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 1.02
Implied volatility: 2.53
Historic volatility: 0.47
Parity: 1.02
Time value: 0.36
Break-even: 63.86
Moneyness: 1.20
Premium: 0.06
Premium p.a.: 19.85
Spread abs.: 0.01
Spread %: 0.73%
Delta: 0.76
Theta: -0.47
Omega: 3.31
Rho: 0.01
 

Quote data

Open: 1.50
High: 1.50
Low: 1.50
Previous Close: 1.47
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.23%
1 Month  
+68.54%
3 Months
  -46.04%
YTD
  -47.74%
1 Year
  -32.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.31 1.04
1M High / 1M Low: 1.31 0.71
6M High / 6M Low: 4.06 0.71
High (YTD): 2024-02-12 4.06
Low (YTD): 2024-05-28 0.71
52W High: 2024-02-12 4.06
52W Low: 2024-05-28 0.71
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   0.91
Avg. volume 1M:   0.00
Avg. price 6M:   2.35
Avg. volume 6M:   0.00
Avg. price 1Y:   2.03
Avg. volume 1Y:   0.00
Volatility 1M:   141.49%
Volatility 6M:   133.63%
Volatility 1Y:   135.78%
Volatility 3Y:   -