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Goldman Sachs Call 120 ADS 21.06..../  DE000GX8WVP5  /

EUWAX
2024-05-27  11:22:24 AM Chg.-0.03 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
10.35EUR -0.29% -
Bid Size: -		 -
Ask Size: -		 ADIDAS AG NA O.N. 120.00 - 2024-06-21 Call
 

Master data

WKN: GX8WVP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.02
Leverage: Yes

Calculated values

Fair value: 10.42
Intrinsic value: 10.39
Implied volatility: 2.20
Historic volatility: 0.29
Parity: 10.39
Time value: 0.68
Break-even: 230.70
Moneyness: 1.87
Premium: 0.03
Premium p.a.: 0.55
Spread abs.: 0.84
Spread %: 8.21%
Delta: 0.92
Theta: -0.41
Omega: 1.85
Rho: 0.06
 

Quote data

Open: 10.35
High: 10.35
Low: 10.35
Previous Close: 10.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.22%
1 Month
  -3.18%
3 Months  
+46.81%
YTD  
+51.54%
1 Year  
+125.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.92 10.38
1M High / 1M Low: 11.34 10.06
6M High / 6M Low: 11.34 4.77
High (YTD): 2024-04-29 11.34
Low (YTD): 2024-01-18 4.77
52W High: 2024-04-29 11.34
52W Low: 2023-06-01 4.16
Avg. price 1W:   10.71
Avg. volume 1W:   0.00
Avg. price 1M:   10.67
Avg. volume 1M:   0.00
Avg. price 6M:   7.73
Avg. volume 6M:   0.00
Avg. price 1Y:   6.80
Avg. volume 1Y:   0.00
Volatility 1M:   37.60%
Volatility 6M:   79.31%
Volatility 1Y:   79.81%
Volatility 3Y:   -