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

EUWAX
2024-05-14  9:52:19 AM Chg.+0.05 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
5.97EUR +0.84% -
Bid Size: -		 -
Ask Size: -		 BROADCOM INC. DL... 700.00 - 2024-06-21 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: 2024-06-21
Issue date: 2022-09-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.06
Leverage: Yes

Calculated values

Fair value: 5.42
Intrinsic value: 5.39
Implied volatility: 2.02
Historic volatility: 0.33
Parity: 5.39
Time value: 0.64
Break-even: 1,303.00
Moneyness: 1.77
Premium: 0.05
Premium p.a.: 0.62
Spread abs.: 0.07
Spread %: 1.17%
Delta: 0.89
Theta: -2.10
Omega: 1.82
Rho: 0.52
 

Quote data

Open: 5.97
High: 5.97
Low: 5.97
Previous Close: 5.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.29%
1 Month
  -7.59%
3 Months  
+10.97%
YTD  
+50.00%
1 Year  
+1070.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.92 5.67
1M High / 1M Low: 6.23 4.93
6M High / 6M Low: 6.61 2.17
High (YTD): 2024-03-04 6.61
Low (YTD): 2024-01-05 3.31
52W High: 2024-03-04 6.61
52W Low: 2023-05-15 0.56
Avg. price 1W:   5.76
Avg. volume 1W:   0.00
Avg. price 1M:   5.58
Avg. volume 1M:   0.00
Avg. price 6M:   4.70
Avg. volume 6M:   0.00
Avg. price 1Y:   3.27
Avg. volume 1Y:   1.57
Volatility 1M:   86.13%
Volatility 6M:   99.03%
Volatility 1Y:   115.25%
Volatility 3Y:   -