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Goldman Sachs Call 100 AMZ 21.06..../  DE000GK70F83  /

EUWAX
2024-05-22  9:35:10 AM Chg.-0.09 Bid10:57:18 AM Ask10:57:18 AM Underlying Strike price Expiration date Option type
7.70EUR -1.16% 7.70
Bid Size: 100,000		 7.71
Ask Size: 100,000		 AMAZON.COM INC. D... 100.00 - 2024-06-21 Call
 

Master data

WKN: GK70F8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMAZON.COM INC. 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: 2.19
Leverage: Yes

Calculated values

Fair value: 6.91
Intrinsic value: 6.87
Implied volatility: 2.12
Historic volatility: 0.26
Parity: 6.87
Time value: 0.85
Break-even: 177.20
Moneyness: 1.69
Premium: 0.05
Premium p.a.: 0.81
Spread abs.: 0.02
Spread %: 0.26%
Delta: 0.88
Theta: -0.35
Omega: 1.92
Rho: 0.06
 

Quote data

Open: 7.70
High: 7.70
Low: 7.70
Previous Close: 7.79
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.82%
1 Month  
+6.50%
3 Months  
+13.74%
YTD  
+49.51%
1 Year  
+190.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.09 7.79
1M High / 1M Low: 8.40 6.79
6M High / 6M Low: 8.45 4.43
High (YTD): 2024-04-12 8.45
Low (YTD): 2024-01-05 4.43
52W High: 2024-04-12 8.45
52W Low: 2023-05-25 2.65
Avg. price 1W:   7.91
Avg. volume 1W:   0.00
Avg. price 1M:   7.84
Avg. volume 1M:   0.00
Avg. price 6M:   6.47
Avg. volume 6M:   0.00
Avg. price 1Y:   5.07
Avg. volume 1Y:   0.00
Volatility 1M:   59.88%
Volatility 6M:   53.76%
Volatility 1Y:   72.27%
Volatility 3Y:   -