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Goldman Sachs Call 100 CMC 21.06..../  DE000GK76X51  /

EUWAX
2024-06-07  10:58:53 AM Chg.-0.07 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
8.95EUR -0.78% -
Bid Size: -		 -
Ask Size: -		 JPMORGAN CHASE ... 100.00 - 2024-06-21 Call
 

Master data

WKN: GK76X5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-06-21
Issue date: 2022-07-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.99
Leverage: Yes

Calculated values

Fair value: 8.52
Intrinsic value: 8.51
Implied volatility: 3.45
Historic volatility: 0.15
Parity: 8.51
Time value: 0.80
Break-even: 193.10
Moneyness: 1.85
Premium: 0.04
Premium p.a.: 2.27
Spread abs.: 0.05
Spread %: 0.54%
Delta: 0.90
Theta: -0.83
Omega: 1.79
Rho: 0.03
 

Quote data

Open: 8.95
High: 8.95
Low: 8.95
Previous Close: 9.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.97%
1 Month
  -0.44%
3 Months  
+10.36%
YTD  
+39.63%
1 Year  
+112.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.54 8.95
1M High / 1M Low: 9.91 8.91
6M High / 6M Low: 9.91 5.55
High (YTD): 2024-05-20 9.91
Low (YTD): 2024-01-17 6.28
52W High: 2024-05-20 9.91
52W Low: 2023-10-27 3.73
Avg. price 1W:   9.20
Avg. volume 1W:   0.00
Avg. price 1M:   9.23
Avg. volume 1M:   0.00
Avg. price 6M:   7.86
Avg. volume 6M:   5.25
Avg. price 1Y:   6.23
Avg. volume 1Y:   2.53
Volatility 1M:   48.57%
Volatility 6M:   38.99%
Volatility 1Y:   40.96%
Volatility 3Y:   -