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

EUWAX
2024-06-10  10:56:22 AM Chg.- Bid9:04:52 AM Ask9:04:52 AM Underlying Strike price Expiration date Option type
11.98EUR - 12.04
Bid Size: 2,000		 -
Ask Size: -		 ALLIANZ SE NA O.N. 140.00 - 2024-06-21 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: 2024-06-21
Issue date: 2022-06-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.06
Leverage: Yes

Calculated values

Fair value: 12.17
Intrinsic value: 12.15
Implied volatility: 3.02
Historic volatility: 0.15
Parity: 12.15
Time value: 0.57
Break-even: 267.20
Moneyness: 1.87
Premium: 0.02
Premium p.a.: 1.05
Spread abs.: 0.30
Spread %: 2.42%
Delta: 0.93
Theta: -0.87
Omega: 1.91
Rho: 0.03
 

Quote data

Open: 11.98
High: 11.98
Low: 11.98
Previous Close: 12.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.39%
1 Month
  -6.41%
3 Months  
+0.67%
YTD  
+14.64%
1 Year  
+59.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.40 11.98
1M High / 1M Low: 12.93 11.98
6M High / 6M Low: 13.85 10.21
High (YTD): 2024-03-28 13.85
Low (YTD): 2024-01-11 10.31
52W High: 2024-03-28 13.85
52W Low: 2023-07-07 7.07
Avg. price 1W:   12.20
Avg. volume 1W:   0.00
Avg. price 1M:   12.55
Avg. volume 1M:   0.00
Avg. price 6M:   11.77
Avg. volume 6M:   0.00
Avg. price 1Y:   10.14
Avg. volume 1Y:   0.00
Volatility 1M:   27.85%
Volatility 6M:   31.73%
Volatility 1Y:   33.24%
Volatility 3Y:   -