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Goldman Sachs Call 7 BOY 20.09.20.../  DE000GZ4FT31  /

EUWAX
2024-06-06  11:12:51 AM Chg.+0.12 Bid6:55:52 PM Ask6:55:52 PM Underlying Strike price Expiration date Option type
2.73EUR +4.60% 2.81
Bid Size: 5,000		 3.01
Ask Size: 5,000		 BCO BIL.VIZ.ARG.NOM.... 7.00 - 2024-09-20 Call
 

Master data

WKN: GZ4FT3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 2024-09-20
Issue date: 2022-12-01
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.30
Leverage: Yes

Calculated values

Fair value: 2.63
Intrinsic value: 2.55
Implied volatility: 0.64
Historic volatility: 0.24
Parity: 2.55
Time value: 0.34
Break-even: 9.89
Moneyness: 1.36
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.32
Spread %: 12.45%
Delta: 0.86
Theta: 0.00
Omega: 2.86
Rho: 0.02
 

Quote data

Open: 2.73
High: 2.73
Low: 2.73
Previous Close: 2.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.90%
1 Month
  -8.70%
3 Months
  -0.37%
YTD  
+83.22%
1 Year  
+320.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.19 2.61
1M High / 1M Low: 3.46 2.61
6M High / 6M Low: 4.12 1.23
High (YTD): 2024-04-04 4.12
Low (YTD): 2024-01-19 1.23
52W High: 2024-04-04 4.12
52W Low: 2023-06-13 0.61
Avg. price 1W:   2.92
Avg. volume 1W:   0.00
Avg. price 1M:   3.07
Avg. volume 1M:   0.00
Avg. price 6M:   2.60
Avg. volume 6M:   0.00
Avg. price 1Y:   1.79
Avg. volume 1Y:   0.00
Volatility 1M:   101.19%
Volatility 6M:   96.09%
Volatility 1Y:   96.78%
Volatility 3Y:   -