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

EUWAX
15/05/2024  09:58:56 Chg.+0.31 Bid15:13:47 Ask15:13:47 Underlying Strike price Expiration date Option type
6.28EUR +5.19% 6.36
Bid Size: 3,000		 6.66
Ask Size: 3,000		 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: 2.00
Leverage: Yes

Calculated values

Fair value: 5.79
Intrinsic value: 5.76
Implied volatility: 2.09
Historic volatility: 0.33
Parity: 5.76
Time value: 0.63
Break-even: 1,339.00
Moneyness: 1.82
Premium: 0.05
Premium p.a.: 0.61
Spread abs.: 0.25
Spread %: 4.07%
Delta: 0.89
Theta: -2.17
Omega: 1.78
Rho: 0.51
 

Quote data

Open: 6.28
High: 6.28
Low: 6.28
Previous Close: 5.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.79%
1 Month  
+0.80%
3 Months  
+15.87%
YTD  
+57.79%
1 Year  
+1021.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.97 5.69
1M High / 1M Low: 6.23 4.93
6M High / 6M Low: 6.61 2.17
High (YTD): 04/03/2024 6.61
Low (YTD): 05/01/2024 3.31
52W High: 04/03/2024 6.61
52W Low: 15/05/2023 0.56
Avg. price 1W:   5.82
Avg. volume 1W:   0.00
Avg. price 1M:   5.60
Avg. volume 1M:   0.00
Avg. price 6M:   4.73
Avg. volume 6M:   0.00
Avg. price 1Y:   3.28
Avg. volume 1Y:   1.56
Volatility 1M:   84.00%
Volatility 6M:   99.03%
Volatility 1Y:   115.03%
Volatility 3Y:   -