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Goldman Sachs Call 7 BOY 21.06.20.../  DE000GZ2YFZ4  /

EUWAX
2024-06-14  9:22:38 AM Chg.-0.21 Bid4:49:23 PM Ask4:49:23 PM Underlying Strike price Expiration date Option type
2.09EUR -9.13% 1.93
Bid Size: 30,000		 1.95
Ask Size: 30,000		 BCO BIL.VIZ.ARG.NOM.... 7.00 - 2024-06-21 Call
 

Master data

WKN: GZ2YFZ
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: 2024-06-21
Issue date: 2022-11-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 2.12
Implied volatility: 2.88
Historic volatility: 0.24
Parity: 2.12
Time value: 0.48
Break-even: 9.60
Moneyness: 1.30
Premium: 0.05
Premium p.a.: 13.84
Spread abs.: 0.30
Spread %: 13.04%
Delta: 0.81
Theta: -0.07
Omega: 2.83
Rho: 0.00
 

Quote data

Open: 2.09
High: 2.09
Low: 2.09
Previous Close: 2.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.15%
1 Month
  -24.28%
3 Months
  -36.67%
YTD  
+49.29%
1 Year  
+221.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.83 2.30
1M High / 1M Low: 3.16 2.30
6M High / 6M Low: 4.20 1.18
High (YTD): 2024-04-04 4.20
Low (YTD): 2024-01-19 1.18
52W High: 2024-04-04 4.20
52W Low: 2023-09-07 0.57
Avg. price 1W:   2.63
Avg. volume 1W:   0.00
Avg. price 1M:   2.86
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   1.77
Avg. volume 1Y:   0.00
Volatility 1M:   109.64%
Volatility 6M:   107.36%
Volatility 1Y:   107.98%
Volatility 3Y:   -