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Goldman Sachs Call 700 1YD 21.06..../  DE000GZ0MR38  /

EUWAX
03/06/2024  09:14:01 Chg.-0.18 Bid21:49:17 Ask21:49:17 Underlying Strike price Expiration date Option type
5.89EUR -2.97% 5.71
Bid Size: 10,000		 5.76
Ask Size: 10,000		 BROADCOM INC. DL... 700.00 - 21/06/2024 Call
 

Master data

WKN: GZ0MR3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 21/06/2024
Issue date: 28/09/2022
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.01
Leverage: Yes

Calculated values

Fair value: 5.25
Intrinsic value: 5.24
Implied volatility: 3.30
Historic volatility: 0.31
Parity: 5.24
Time value: 0.85
Break-even: 1,309.00
Moneyness: 1.75
Premium: 0.07
Premium p.a.: 2.89
Spread abs.: 0.30
Spread %: 5.18%
Delta: 0.87
Theta: -5.30
Omega: 1.75
Rho: 0.23
 

Quote data

Open: 5.89
High: 5.89
Low: 5.89
Previous Close: 6.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.69%
1 Month  
+14.59%
3 Months  
+2.97%
YTD  
+47.99%
1 Year  
+242.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.67 6.07
1M High / 1M Low: 6.81 5.14
6M High / 6M Low: 6.81 2.17
High (YTD): 16/05/2024 6.81
Low (YTD): 05/01/2024 3.31
52W High: 16/05/2024 6.81
52W Low: 06/06/2023 1.48
Avg. price 1W:   6.42
Avg. volume 1W:   0.00
Avg. price 1M:   6.17
Avg. volume 1M:   0.00
Avg. price 6M:   5.12
Avg. volume 6M:   0.00
Avg. price 1Y:   3.56
Avg. volume 1Y:   1.58
Volatility 1M:   57.97%
Volatility 6M:   98.34%
Volatility 1Y:   93.37%
Volatility 3Y:   -