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Goldman Sachs Call 14 VNA 21.06.2.../  DE000GP24QS8  /

EUWAX
2024-05-29  11:43:55 AM Chg.-0.03 Bid9:26:53 PM Ask9:26:53 PM Underlying Strike price Expiration date Option type
1.42EUR -2.07% 1.39
Bid Size: 20,000		 1.44
Ask Size: 20,000		 VONOVIA SE NA O.N. 14.00 - 2024-06-21 Call
 

Master data

WKN: GP24QS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-06-21
Issue date: 2023-04-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.91
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.45
Implied volatility: 1.99
Historic volatility: 0.37
Parity: 1.45
Time value: 0.04
Break-even: 28.90
Moneyness: 2.04
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.09
Spread %: 6.43%
Delta: 0.95
Theta: -0.03
Omega: 1.83
Rho: 0.01
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.39%
1 Month  
+18.33%
3 Months  
+18.33%
YTD
  -5.96%
1 Year  
+158.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 1.38
1M High / 1M Low: 1.60 1.20
6M High / 6M Low: 1.60 1.05
High (YTD): 2024-05-20 1.60
Low (YTD): 2024-04-17 1.05
52W High: 2024-05-20 1.60
52W Low: 2023-06-26 0.47
Avg. price 1W:   1.43
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.31
Avg. volume 6M:   0.00
Avg. price 1Y:   1.04
Avg. volume 1Y:   42.97
Volatility 1M:   79.91%
Volatility 6M:   64.34%
Volatility 1Y:   77.24%
Volatility 3Y:   -