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Goldman Sachs Call 9.67 PHI1 21.0.../  DE000GZ1GZY4  /

EUWAX
2024-06-17  11:28:45 AM Chg.-0.03 Bid3:33:21 PM Ask3:33:21 PM Underlying Strike price Expiration date Option type
1.46EUR -2.01% 1.47
Bid Size: 50,000		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 9.67 EUR 2024-06-21 Call
 

Master data

WKN: GZ1GZY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 9.67 EUR
Maturity: 2024-06-21
Issue date: 2022-10-17
Last trading day: 2024-06-20
Ratio: 9.67:1
Exercise type: American
Quanto: -
Gearing: 1.65
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.49
Implied volatility: 5.23
Historic volatility: 0.37
Parity: 1.49
Time value: 0.02
Break-even: 24.27
Moneyness: 2.49
Premium: 0.01
Premium p.a.: 0.85
Spread abs.: 0.02
Spread %: 1.34%
Delta: 0.97
Theta: -0.10
Omega: 1.61
Rho: 0.00
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.67%
1 Month
  -10.43%
3 Months  
+50.52%
YTD  
+28.07%
1 Year  
+58.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 1.49
1M High / 1M Low: 1.66 1.49
6M High / 6M Low: 1.66 0.84
High (YTD): 2024-05-20 1.66
Low (YTD): 2024-02-21 0.84
52W High: 2024-05-20 1.66
52W Low: 2023-10-25 0.76
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   1.13
Avg. volume 6M:   0.00
Avg. price 1Y:   1.04
Avg. volume 1Y:   4.35
Volatility 1M:   30.67%
Volatility 6M:   112.78%
Volatility 1Y:   88.01%
Volatility 3Y:   -