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Goldman Sachs Call 58.93 SIX2 21..../  DE000GZ0ZLY6  /

EUWAX
2024-05-24  5:09:13 PM Chg.-0.07 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.82EUR -3.70% -
Bid Size: -		 -
Ask Size: -		 SIXT SE ST O.N. 58.93 - 2024-06-21 Call
 

Master data

WKN: GZ0ZLY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Call
Strike price: 58.93 -
Maturity: 2024-06-21
Issue date: 2022-10-04
Last trading day: 2024-06-20
Ratio: 9.82:1
Exercise type: American
Quanto: -
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.75
Implied volatility: 1.40
Historic volatility: 0.30
Parity: 1.75
Time value: 0.40
Break-even: 80.05
Moneyness: 1.29
Premium: 0.05
Premium p.a.: 0.96
Spread abs.: 0.30
Spread %: 16.22%
Delta: 0.81
Theta: -0.15
Omega: 2.91
Rho: 0.03
 

Quote data

Open: 1.81
High: 1.82
Low: 1.80
Previous Close: 1.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.51%
1 Month
  -43.65%
3 Months
  -35.23%
YTD
  -59.38%
1 Year
  -65.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.18 1.82
1M High / 1M Low: 3.44 1.82
6M High / 6M Low: 4.49 1.82
High (YTD): 2024-01-02 4.49
Low (YTD): 2024-05-24 1.82
52W High: 2023-06-19 6.17
52W Low: 2024-05-24 1.82
Avg. price 1W:   2.03
Avg. volume 1W:   0.00
Avg. price 1M:   2.42
Avg. volume 1M:   0.00
Avg. price 6M:   3.25
Avg. volume 6M:   0.00
Avg. price 1Y:   3.82
Avg. volume 1Y:   0.00
Volatility 1M:   158.67%
Volatility 6M:   95.24%
Volatility 1Y:   80.01%
Volatility 3Y:   -