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Goldman Sachs Call 137.39 CFR 21..../  DE000GK74JW1  /

EUWAX
2024-06-19  9:49:50 AM Chg.-0.140 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.470EUR -22.95% -
Bid Size: -		 -
Ask Size: -		 RICHEMONT N 137.39 CHF 2024-06-21 Call
 

Master data

WKN: GK74JW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 137.39 CHF
Maturity: 2024-06-21
Issue date: 2022-07-08
Last trading day: 2024-06-20
Ratio: 9.81:1
Exercise type: American
Quanto: No
Gearing: 23.85
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.28
Implied volatility: 1.08
Historic volatility: 0.30
Parity: 0.28
Time value: 0.35
Break-even: 150.87
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 64.41
Spread abs.: 0.07
Spread %: 12.50%
Delta: 0.61
Theta: -1.14
Omega: 14.55
Rho: 0.00
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.27%
1 Month
  -53.92%
3 Months
  -38.96%
YTD  
+51.61%
1 Year
  -78.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.470
1M High / 1M Low: 1.370 0.470
6M High / 6M Low: 1.790 0.100
High (YTD): 2024-03-14 1.790
Low (YTD): 2024-01-17 0.100
52W High: 2023-07-14 2.610
52W Low: 2024-01-17 0.100
Avg. price 1W:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.864
Avg. volume 1M:   0.000
Avg. price 6M:   0.698
Avg. volume 6M:   0.000
Avg. price 1Y:   0.780
Avg. volume 1Y:   0.000
Volatility 1M:   250.26%
Volatility 6M:   357.93%
Volatility 1Y:   287.50%
Volatility 3Y:   -