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Goldman Sachs Call 60 CPRI 17.01..../  DE000GZ8KHN2  /

EUWAX
5/20/2024  11:29:17 AM Chg.- Bid8:50:55 AM Ask8:50:55 AM Underlying Strike price Expiration date Option type
0.028EUR - 0.018
Bid Size: 140,000		 -
Ask Size: -		 Capri Holdings Limit... 60.00 - 1/17/2025 Call
 

Master data

WKN: GZ8KHN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Capri Holdings Limited
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 116.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.42
Parity: -2.73
Time value: 0.03
Break-even: 60.28
Moneyness: 0.55
Premium: 0.84
Premium p.a.: 1.52
Spread abs.: 0.01
Spread %: 75.00%
Delta: 0.06
Theta: 0.00
Omega: 7.55
Rho: 0.01
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month  
+12.00%
3 Months
  -17.65%
YTD
  -26.32%
1 Year
  -92.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.027
1M High / 1M Low: 0.052 0.025
6M High / 6M Low: 0.080 0.016
High (YTD): 1/9/2024 0.080
Low (YTD): 3/13/2024 0.016
52W High: 5/29/2023 0.470
52W Low: 9/6/2023 0.014
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   15,699.029
Avg. price 1Y:   0.106
Avg. volume 1Y:   9,381.395
Volatility 1M:   445.44%
Volatility 6M:   618.93%
Volatility 1Y:   714.71%
Volatility 3Y:   -