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

EUWAX
29/05/2024  09:54:54 Chg.0.00 Bid12:30:00 Ask12:30:00 Underlying Strike price Expiration date Option type
6.47EUR 0.00% 6.48
Bid Size: 3,000		 6.78
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: 1.95
Leverage: Yes

Calculated values

Fair value: 6.03
Intrinsic value: 6.02
Implied volatility: 2.77
Historic volatility: 0.31
Parity: 6.02
Time value: 0.66
Break-even: 1,368.00
Moneyness: 1.86
Premium: 0.05
Premium p.a.: 1.20
Spread abs.: 0.10
Spread %: 1.52%
Delta: 0.89
Theta: -3.68
Omega: 1.74
Rho: 0.31
 

Quote data

Open: 6.47
High: 6.47
Low: 6.47
Previous Close: 6.47
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.47%
1 Month  
+6.07%
3 Months  
+18.28%
YTD  
+62.56%
1 Year  
+259.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.70 6.44
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:   6.56
Avg. volume 1W:   0.00
Avg. price 1M:   6.10
Avg. volume 1M:   0.00
Avg. price 6M:   5.03
Avg. volume 6M:   0.00
Avg. price 1Y:   3.50
Avg. volume 1Y:   1.56
Volatility 1M:   68.15%
Volatility 6M:   98.40%
Volatility 1Y:   93.37%
Volatility 3Y:   -