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

EUWAX
6/4/2024  9:55:06 AM Chg.-0.21 Bid4:13:39 PM Ask4:13:39 PM Underlying Strike price Expiration date Option type
5.68EUR -3.57% 5.63
Bid Size: 10,000		 5.68
Ask Size: 10,000		 BROADCOM INC. DL... 700.00 - 6/21/2024 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: 6/21/2024
Issue date: 9/28/2022
Last trading day: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.03
Leverage: Yes

Calculated values

Fair value: 5.13
Intrinsic value: 5.12
Implied volatility: 3.39
Historic volatility: 0.31
Parity: 5.12
Time value: 0.86
Break-even: 1,298.00
Moneyness: 1.73
Premium: 0.07
Premium p.a.: 3.36
Spread abs.: 0.30
Spread %: 5.28%
Delta: 0.87
Theta: -5.62
Omega: 1.76
Rho: 0.21
 

Quote data

Open: 5.68
High: 5.68
Low: 5.68
Previous Close: 5.89
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.21%
1 Month  
+10.51%
3 Months
  -14.07%
YTD  
+42.71%
1 Year  
+230.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.47 5.89
1M High / 1M Low: 6.81 5.40
6M High / 6M Low: 6.81 2.17
High (YTD): 5/16/2024 6.81
Low (YTD): 1/5/2024 3.31
52W High: 5/16/2024 6.81
52W Low: 6/6/2023 1.48
Avg. price 1W:   6.22
Avg. volume 1W:   0.00
Avg. price 1M:   6.21
Avg. volume 1M:   0.00
Avg. price 6M:   5.13
Avg. volume 6M:   0.00
Avg. price 1Y:   3.57
Avg. volume 1Y:   1.57
Volatility 1M:   57.39%
Volatility 6M:   98.11%
Volatility 1Y:   93.25%
Volatility 3Y:   -