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Goldman Sachs Call 12 VNA 21.06.2.../  DE000GP22A66  /

EUWAX
2024-05-29  11:07:16 AM Chg.-0.02 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.62EUR -1.22% -
Bid Size: -		 -
Ask Size: -		 VONOVIA SE NA O.N. 12.00 - 2024-06-21 Call
 

Master data

WKN: GP22A6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-06-21
Issue date: 2023-04-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.69
Leverage: Yes

Calculated values

Fair value: 1.66
Intrinsic value: 1.65
Implied volatility: 2.37
Historic volatility: 0.37
Parity: 1.65
Time value: 0.04
Break-even: 28.90
Moneyness: 2.38
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.09
Spread %: 5.63%
Delta: 0.96
Theta: -0.03
Omega: 1.62
Rho: 0.01
 

Quote data

Open: 1.62
High: 1.62
Low: 1.62
Previous Close: 1.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month  
+4.52%
3 Months  
+16.55%
YTD
  -5.26%
1 Year  
+149.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.68 1.59
1M High / 1M Low: 1.81 1.50
6M High / 6M Low: 1.81 1.26
High (YTD): 2024-05-16 1.81
Low (YTD): 2024-04-17 1.26
52W High: 2024-05-16 1.81
52W Low: 2023-06-26 0.62
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   1.51
Avg. volume 6M:   0.00
Avg. price 1Y:   1.23
Avg. volume 1Y:   245.31
Volatility 1M:   54.50%
Volatility 6M:   55.49%
Volatility 1Y:   65.90%
Volatility 3Y:   -