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

EUWAX
14/06/2024  10:13:40 Chg.+0.11 Bid18:50:23 Ask18:50:23 Underlying Strike price Expiration date Option type
3.62EUR +3.13% 3.56
Bid Size: 3,000		 4.06
Ask Size: 3,000		 BEIERSDORF AG O.N. 110.00 - 21/06/2024 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: 21/06/2024
Issue date: 01/07/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.54
Leverage: Yes

Calculated values

Fair value: 3.54
Intrinsic value: 3.53
Implied volatility: 2.59
Historic volatility: 0.14
Parity: 3.53
Time value: 0.57
Break-even: 151.00
Moneyness: 1.32
Premium: 0.04
Premium p.a.: 6.44
Spread abs.: 0.50
Spread %: 13.89%
Delta: 0.83
Theta: -0.95
Omega: 2.94
Rho: 0.02
 

Quote data

Open: 3.62
High: 3.62
Low: 3.62
Previous Close: 3.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.16%
1 Month
  -3.98%
3 Months  
+37.12%
YTD  
+30.69%
1 Year  
+112.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.51 3.38
1M High / 1M Low: 3.77 3.38
6M High / 6M Low: 3.77 1.99
High (YTD): 14/05/2024 3.77
Low (YTD): 09/04/2024 1.99
52W High: 14/05/2024 3.77
52W Low: 20/07/2023 1.24
Avg. price 1W:   3.46
Avg. volume 1W:   0.00
Avg. price 1M:   3.52
Avg. volume 1M:   4.35
Avg. price 6M:   2.87
Avg. volume 6M:   .80
Avg. price 1Y:   2.30
Avg. volume 1Y:   .39
Volatility 1M:   49.21%
Volatility 6M:   69.23%
Volatility 1Y:   76.91%
Volatility 3Y:   -