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Goldman Sachs Call 85 SRE 21.06.2.../  DE000GZ02V22  /

EUWAX
5/16/2024  10:31:38 AM Chg.+0.006 Bid5:13:01 PM Ask5:13:01 PM Underlying Strike price Expiration date Option type
0.023EUR +35.29% 0.030
Bid Size: 10,000		 0.130
Ask Size: 5,000		 Sempra 85.00 USD 6/21/2024 Call
 

Master data

WKN: GZ02V2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Sempra
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 6/21/2024
Issue date: 9/15/2022
Last trading day: 6/20/2024
Ratio: 5:1
Exercise type: American
Quanto: No
Gearing: 115.59
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -1.28
Time value: 0.12
Break-even: 78.69
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 1.58
Spread abs.: 0.10
Spread %: 416.67%
Delta: 0.19
Theta: -0.02
Omega: 21.64
Rho: 0.01
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.017
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.33%
1 Month  
+91.67%
3 Months
  -67.14%
YTD
  -92.58%
1 Year
  -97.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.015
1M High / 1M Low: 0.030 0.003
6M High / 6M Low: 0.420 0.003
High (YTD): 1/8/2024 0.420
Low (YTD): 5/8/2024 0.003
52W High: 5/23/2023 0.800
52W Low: 5/8/2024 0.003
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.316
Avg. volume 1Y:   0.000
Volatility 1M:   1,590.01%
Volatility 6M:   737.57%
Volatility 1Y:   529.18%
Volatility 3Y:   -