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Goldman Sachs Call 110 BEI 21.06..../  DE000GK7CTL7  /

EUWAX
2024-05-21  10:57:55 AM Chg.+0.08 Bid4:52:50 PM Ask4:52:50 PM Underlying Strike price Expiration date Option type
3.59EUR +2.28% 3.63
Bid Size: 20,000		 3.66
Ask Size: 20,000		 BEIERSDORF AG O.N. 110.00 - 2024-06-21 Call
 

Master data

WKN: GK7CTL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-06-21
Issue date: 2022-07-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 3.57
Intrinsic value: 3.54
Implied volatility: 1.14
Historic volatility: 0.15
Parity: 3.54
Time value: 0.50
Break-even: 150.30
Moneyness: 1.32
Premium: 0.03
Premium p.a.: 0.48
Spread abs.: 0.57
Spread %: 16.47%
Delta: 0.84
Theta: -0.19
Omega: 3.05
Rho: 0.07
 

Quote data

Open: 3.59
High: 3.59
Low: 3.59
Previous Close: 3.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.77%
1 Month  
+29.14%
3 Months  
+18.87%
YTD  
+29.60%
1 Year  
+46.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.77 3.41
1M High / 1M Low: 3.77 2.80
6M High / 6M Low: 3.77 1.86
High (YTD): 2024-05-14 3.77
Low (YTD): 2024-04-09 1.99
52W High: 2024-05-14 3.77
52W Low: 2023-07-20 1.24
Avg. price 1W:   3.53
Avg. volume 1W:   0.00
Avg. price 1M:   3.34
Avg. volume 1M:   0.00
Avg. price 6M:   2.69
Avg. volume 6M:   0.00
Avg. price 1Y:   2.18
Avg. volume 1Y:   0.00
Volatility 1M:   56.57%
Volatility 6M:   73.96%
Volatility 1Y:   79.00%
Volatility 3Y:   -