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Goldman Sachs Call 80 AFX 21.06.2.../  DE000GQ2Q5V2  /

EUWAX
2024-06-04  6:19:34 PM Chg.-0.030 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.530EUR -5.36% -
Bid Size: -		 -
Ask Size: -		 CARL ZEISS MEDITEC A... 80.00 EUR 2024-06-21 Call
 

Master data

WKN: GQ2Q5V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CARL ZEISS MEDITEC AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.90
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.39
Implied volatility: 0.60
Historic volatility: 0.31
Parity: 0.39
Time value: 0.27
Break-even: 86.50
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.95
Spread abs.: 0.07
Spread %: 12.07%
Delta: 0.67
Theta: -0.12
Omega: 8.65
Rho: 0.02
 

Quote data

Open: 0.500
High: 0.530
Low: 0.460
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -72.68%
3 Months
  -86.30%
YTD
  -77.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.560
1M High / 1M Low: 2.140 0.560
6M High / 6M Low: 4.360 0.560
High (YTD): 2024-03-13 4.360
Low (YTD): 2024-06-03 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   1.434
Avg. volume 1M:   0.000
Avg. price 6M:   2.537
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.57%
Volatility 6M:   150.30%
Volatility 1Y:   -
Volatility 3Y:   -