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

EUWAX
6/11/2024  10:27:52 AM Chg.+0.04 Bid5:35:05 PM Ask5:35:05 PM Underlying Strike price Expiration date Option type
12.02EUR +0.33% 11.66
Bid Size: 2,000		 11.96
Ask Size: 2,000		 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: 2.08
Leverage: Yes

Calculated values

Fair value: 11.95
Intrinsic value: 11.94
Implied volatility: 3.07
Historic volatility: 0.15
Parity: 11.94
Time value: 0.53
Break-even: 264.70
Moneyness: 1.85
Premium: 0.02
Premium p.a.: 1.09
Spread abs.: 0.30
Spread %: 2.47%
Delta: 0.93
Theta: -0.91
Omega: 1.93
Rho: 0.03
 

Quote data

Open: 12.02
High: 12.02
Low: 12.02
Previous Close: 11.98
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.06%
1 Month
  -6.09%
3 Months  
+1.01%
YTD  
+15.02%
1 Year  
+60.48%
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): 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:   12.20
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:   -