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Goldman Sachs Call 6 UAA 20.09.20.../  DE000GZ9XRZ6  /

EUWAX
2024-05-31  9:41:55 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% -
Bid Size: -		 -
Ask Size: -		 Under Armour Inc 6.00 - 2024-09-20 Call
 

Master data

WKN: GZ9XRZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Under Armour Inc
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 2024-09-20
Issue date: 2023-05-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.44
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.04
Implied volatility: 0.68
Historic volatility: 0.36
Parity: 0.04
Time value: 0.08
Break-even: 7.18
Moneyness: 1.07
Premium: 0.12
Premium p.a.: 0.44
Spread abs.: 0.00
Spread %: 0.85%
Delta: 0.65
Theta: 0.00
Omega: 3.56
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.33%
3 Months
  -64.52%
YTD
  -64.52%
1 Year
  -52.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.093
1M High / 1M Low: 0.130 0.093
6M High / 6M Low: 0.360 0.093
High (YTD): 2024-03-01 0.310
Low (YTD): 2024-05-27 0.093
52W High: 2023-12-20 0.360
52W Low: 2024-05-27 0.093
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.217
Avg. volume 1Y:   0.000
Volatility 1M:   166.49%
Volatility 6M:   118.37%
Volatility 1Y:   108.60%
Volatility 3Y:   -