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Goldman Sachs Call 14 EVK 20.09.2.../  DE000GQ7ZTL2  /

EUWAX
2024-06-21  6:13:23 PM Chg.-0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.530EUR -5.36% -
Bid Size: -		 -
Ask Size: -		 EVONIK INDUSTRIES NA... 14.00 EUR 2024-09-20 Call
 

Master data

WKN: GQ7ZTL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.50
Implied volatility: 0.76
Historic volatility: 0.20
Parity: 0.50
Time value: 0.08
Break-even: 19.78
Moneyness: 1.35
Premium: 0.04
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 3.58%
Delta: 0.85
Theta: -0.01
Omega: 2.77
Rho: 0.03
 

Quote data

Open: 0.550
High: 0.550
Low: 0.510
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.22%
1 Month
  -13.11%
3 Months  
+32.50%
YTD  
+8.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.480
1M High / 1M Low: 0.630 0.460
6M High / 6M Low: 0.680 0.320
High (YTD): 2024-05-15 0.680
Low (YTD): 2024-03-18 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   0.464
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.34%
Volatility 6M:   71.27%
Volatility 1Y:   -
Volatility 3Y:   -