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Goldman Sachs Call 140 ALV 21.06..../  DE000GK7B0R6  /

EUWAX
5/31/2024  10:37:24 AM Chg.+0.25 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
12.74EUR +2.00% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 140.00 - 6/21/2024 Call
 

Master data

WKN: GK7B0R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 6/21/2024
Issue date: 6/30/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.05
Leverage: Yes

Calculated values

Fair value: 12.86
Intrinsic value: 12.83
Implied volatility: 1.82
Historic volatility: 0.15
Parity: 12.83
Time value: 0.25
Break-even: 270.80
Moneyness: 1.92
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.47
Spread %: 3.73%
Delta: 0.96
Theta: -0.26
Omega: 1.97
Rho: 0.07
 

Quote data

Open: 12.74
High: 12.74
Low: 12.74
Previous Close: 12.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.24%
1 Month     0.00%
3 Months  
+10.49%
YTD  
+21.91%
1 Year  
+65.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.74 12.49
1M High / 1M Low: 13.34 12.17
6M High / 6M Low: 13.85 9.78
High (YTD): 3/28/2024 13.85
Low (YTD): 1/11/2024 10.31
52W High: 3/28/2024 13.85
52W Low: 7/7/2023 7.07
Avg. price 1W:   12.58
Avg. volume 1W:   0.00
Avg. price 1M:   12.69
Avg. volume 1M:   0.00
Avg. price 6M:   11.69
Avg. volume 6M:   0.00
Avg. price 1Y:   10.03
Avg. volume 1Y:   0.00
Volatility 1M:   42.55%
Volatility 6M:   31.46%
Volatility 1Y:   32.94%
Volatility 3Y:   -