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

EUWAX
2024-06-20  6:21:18 PM Chg.-0.040 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.970EUR -3.96% -
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: 5.47
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.95
Implied volatility: 5.16
Historic volatility: 0.31
Parity: 0.95
Time value: 0.32
Break-even: 71.41
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 30.93%
Delta: 0.75
Theta: -2.93
Omega: 4.11
Rho: 0.00
 

Quote data

Open: 0.990
High: 1.030
Low: 0.950
Previous Close: 1.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.81%
1 Month
  -55.50%
3 Months
  -68.51%
YTD
  -78.35%
1 Year
  -84.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 0.960
1M High / 1M Low: 2.180 0.960
6M High / 6M Low: 4.490 0.960
High (YTD): 2024-01-02 4.490
Low (YTD): 2024-06-17 0.960
52W High: 2023-06-20 6.080
52W Low: 2024-06-17 0.960
Avg. price 1W:   1.066
Avg. volume 1W:   0.000
Avg. price 1M:   1.647
Avg. volume 1M:   0.000
Avg. price 6M:   2.946
Avg. volume 6M:   0.000
Avg. price 1Y:   3.554
Avg. volume 1Y:   0.000
Volatility 1M:   152.94%
Volatility 6M:   111.01%
Volatility 1Y:   89.81%
Volatility 3Y:   -