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Goldman Sachs Call 3500 PCE1 17.0.../  DE000GZ8MV75  /

EUWAX
09/01/2025  09:09:38 Chg.+0.46 Bid16:17:30 Ask16:17:30 Underlying Strike price Expiration date Option type
13.30EUR +3.58% 13.36
Bid Size: 300		 14.86
Ask Size: 50		 BOOKING HLDGS DL... 3,500.00 - 17/01/2025 Call
 

Master data

WKN: GZ8MV7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 3,500.00 -
Maturity: 17/01/2025
Issue date: 15/02/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 12.27
Intrinsic value: 12.24
Implied volatility: 2.98
Historic volatility: 0.25
Parity: 12.24
Time value: 2.63
Break-even: 4,987.00
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 10.80
Spread abs.: 1.50
Spread %: 11.22%
Delta: 0.82
Theta: -34.75
Omega: 2.59
Rho: 0.52
 

Quote data

Open: 13.30
High: 13.30
Low: 13.30
Previous Close: 12.84
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.72%
1 Month
  -22.67%
3 Months  
+79.49%
YTD
  -10.26%
1 Year  
+201.59%
3 Years     -
5 Years     -
1W High / 1W Low: 14.57 12.84
1M High / 1M Low: 17.40 12.84
6M High / 6M Low: 17.40 1.83
High (YTD): 02/01/2025 14.57
Low (YTD): 08/01/2025 12.84
52W High: 12/12/2024 17.40
52W Low: 05/08/2024 1.83
Avg. price 1W:   13.83
Avg. volume 1W:   0.00
Avg. price 1M:   15.25
Avg. volume 1M:   0.00
Avg. price 6M:   8.83
Avg. volume 6M:   0.00
Avg. price 1Y:   6.87
Avg. volume 1Y:   0.00
Volatility 1M:   67.77%
Volatility 6M:   144.95%
Volatility 1Y:   126.52%
Volatility 3Y:   -