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

Frankfurt Zert./GS
2024-04-30  6:39:43 PM Chg.-0.120 Bid9:59:42 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
10.260EUR -1.16% -
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: 1.62
Leverage: Yes

Calculated values

Fair value: 10.02
Intrinsic value: 10.02
Implied volatility: 10.37
Historic volatility: 0.25
Parity: 10.02
Time value: 0.49
Break-even: 175.13
Moneyness: 2.43
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.10%
Delta: 0.94
Theta: -3.98
Omega: 1.52
Rho: 0.00
 

Quote data

Open: 10.510
High: 10.520
Low: 10.260
Previous Close: 10.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+4.91%
YTD  
+32.90%
1 Year  
+84.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 11.200 7.100
High (YTD): 2024-04-12 11.200
Low (YTD): 2024-01-08 7.100
52W High: 2024-04-12 11.200
52W Low: 2023-10-26 4.990
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   9.192
Avg. volume 6M:   0.000
Avg. price 1Y:   7.399
Avg. volume 1Y:   3.179
Volatility 1M:   -
Volatility 6M:   41.58%
Volatility 1Y:   52.77%
Volatility 3Y:   -