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Goldman Sachs Call 14.5 PHI1 21.0.../  DE000GK9NYS5  /

EUWAX
2024-06-14  10:42:47 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.990EUR -1.00% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 14.50 EUR 2024-06-21 Call
 

Master data

WKN: GK9NYS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 14.50 EUR
Maturity: 2024-06-21
Issue date: 2022-08-30
Last trading day: 2024-06-20
Ratio: 9.67:1
Exercise type: American
Quanto: -
Gearing: 2.45
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 1.00
Implied volatility: 2.54
Historic volatility: 0.37
Parity: 1.00
Time value: 0.02
Break-even: 24.36
Moneyness: 1.66
Premium: 0.01
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 2.00%
Delta: 0.95
Theta: -0.07
Omega: 2.32
Rho: 0.00
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.81%
1 Month
  -2.94%
3 Months  
+102.04%
YTD  
+52.31%
1 Year  
+102.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.04 1.00
1M High / 1M Low: 1.16 1.00
6M High / 6M Low: 1.21 0.36
High (YTD): 2024-04-29 1.21
Low (YTD): 2024-03-26 0.36
52W High: 2024-04-29 1.21
52W Low: 2023-10-26 0.34
Avg. price 1W:   1.02
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   0.00
Avg. price 6M:   0.64
Avg. volume 6M:   16.13
Avg. price 1Y:   0.57
Avg. volume 1Y:   7.84
Volatility 1M:   57.99%
Volatility 6M:   257.76%
Volatility 1Y:   191.08%
Volatility 3Y:   -