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Goldman Sachs Call 100 6MK 21.06..../  DE000GK708G6  /

EUWAX
2024-05-24  10:47:55 AM Chg.+0.07 Bid8:31:09 PM Ask8:31:09 PM Underlying Strike price Expiration date Option type
2.94EUR +2.44% 2.76
Bid Size: 50,000		 -
Ask Size: -		 MERCK CO. D... 100.00 - 2024-06-21 Call
 

Master data

WKN: GK708G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2022-07-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.17
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 2.12
Implied volatility: 1.33
Historic volatility: 0.16
Parity: 2.12
Time value: 0.79
Break-even: 129.10
Moneyness: 1.21
Premium: 0.06
Premium p.a.: 1.27
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -0.25
Omega: 3.18
Rho: 0.05
 

Quote data

Open: 2.94
High: 2.94
Low: 2.94
Previous Close: 2.87
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.08%
1 Month  
+12.64%
3 Months  
+3.89%
YTD  
+153.45%
1 Year  
+49.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.92 2.87
1M High / 1M Low: 3.01 2.58
6M High / 6M Low: 3.12 0.65
High (YTD): 2024-03-28 3.12
Low (YTD): 2024-01-02 1.47
52W High: 2024-03-28 3.12
52W Low: 2023-11-28 0.65
Avg. price 1W:   2.89
Avg. volume 1W:   0.00
Avg. price 1M:   2.82
Avg. volume 1M:   0.00
Avg. price 6M:   2.17
Avg. volume 6M:   0.00
Avg. price 1Y:   1.74
Avg. volume 1Y:   0.00
Volatility 1M:   77.71%
Volatility 6M:   88.90%
Volatility 1Y:   92.24%
Volatility 3Y:   -