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Goldman Sachs Call 70 AMZ 21.06.2.../  DE000GZ6J5U0  /

EUWAX
2024-06-14  11:24:27 AM Chg.-0.21 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
10.62EUR -1.94% -
Bid Size: -		 -
Ask Size: -		 AMAZON.COM INC. D... 70.00 - 2024-06-21 Call
 

Master data

WKN: GZ6J5U
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2023-01-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.61
Leverage: Yes

Calculated values

Fair value: 10.16
Intrinsic value: 10.16
Implied volatility: 5.95
Historic volatility: 0.25
Parity: 10.16
Time value: 0.47
Break-even: 176.30
Moneyness: 2.45
Premium: 0.03
Premium p.a.: 4.23
Spread abs.: 0.02
Spread %: 0.19%
Delta: 0.94
Theta: -1.30
Omega: 1.52
Rho: 0.01
 

Quote data

Open: 10.62
High: 10.62
Low: 10.62
Previous Close: 10.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.76%
1 Month
  -1.30%
3 Months  
+5.88%
YTD  
+37.21%
1 Year  
+89.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.91 10.61
1M High / 1M Low: 10.91 9.92
6M High / 6M Low: 11.22 7.04
High (YTD): 2024-04-12 11.22
Low (YTD): 2024-01-05 7.04
52W High: 2024-04-12 11.22
52W Low: 2023-10-26 5.13
Avg. price 1W:   10.77
Avg. volume 1W:   0.00
Avg. price 1M:   10.43
Avg. volume 1M:   22.73
Avg. price 6M:   9.60
Avg. volume 6M:   8.06
Avg. price 1Y:   7.95
Avg. volume 1Y:   6.35
Volatility 1M:   22.75%
Volatility 6M:   37.95%
Volatility 1Y:   46.95%
Volatility 3Y:   -