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Goldman Sachs Call 150 ALV 21.06..../  DE000GK7B244  /

EUWAX
2024-05-31  10:37:27 AM Chg.+0.25 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
11.74EUR +2.18% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 150.00 - 2024-06-21 Call
 

Master data

WKN: GK7B24
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2022-06-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.22
Leverage: Yes

Calculated values

Fair value: 11.86
Intrinsic value: 11.83
Implied volatility: 1.65
Historic volatility: 0.15
Parity: 11.83
Time value: 0.25
Break-even: 270.80
Moneyness: 1.79
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.47
Spread %: 4.05%
Delta: 0.96
Theta: -0.26
Omega: 2.12
Rho: 0.07
 

Quote data

Open: 11.74
High: 11.74
Low: 11.74
Previous Close: 11.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.53%
1 Month     0.00%
3 Months  
+11.49%
YTD  
+23.84%
1 Year  
+73.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.74 11.49
1M High / 1M Low: 12.34 11.18
6M High / 6M Low: 12.86 8.81
High (YTD): 2024-03-28 12.86
Low (YTD): 2024-01-11 9.34
52W High: 2024-03-28 12.86
52W Low: 2023-07-07 6.16
Avg. price 1W:   11.58
Avg. volume 1W:   0.00
Avg. price 1M:   11.69
Avg. volume 1M:   0.00
Avg. price 6M:   10.70
Avg. volume 6M:   0.00
Avg. price 1Y:   9.06
Avg. volume 1Y:   0.00
Volatility 1M:   46.01%
Volatility 6M:   34.22%
Volatility 1Y:   36.19%
Volatility 3Y:   -