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Goldman Sachs Call 87.5 SRE 21.06.../  DE000GZ02V30  /

EUWAX
5/16/2024  10:31:38 AM Chg.+0.001 Bid5/16/2024 Ask5/16/2024 Underlying Strike price Expiration date Option type
0.006EUR +20.00% 0.006
Bid Size: 10,000		 0.076
Ask Size: 3,000		 Sempra 87.50 USD 6/21/2024 Call
 

Master data

WKN: GZ02V3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Sempra
Type: Warrant
Option type: Call
Strike price: 87.50 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: 135.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -1.74
Time value: 0.11
Break-even: 80.89
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 2.41
Spread abs.: 0.10
Spread %: 1,666.67%
Delta: 0.15
Theta: -0.02
Omega: 20.02
Rho: 0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.29%
3 Months
  -85.00%
YTD
  -97.14%
1 Year
  -99.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.005
1M High / 1M Low: 0.019 0.001
6M High / 6M Low: 0.290 0.001
High (YTD): 1/8/2024 0.290
Low (YTD): 5/8/2024 0.001
52W High: 8/22/2023 0.920
52W Low: 5/8/2024 0.001
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.091
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   2,040.18%
Volatility 6M:   939.59%
Volatility 1Y:   697.24%
Volatility 3Y:   -