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Goldman Sachs Call 150 DB1 21.06..../  DE000GK77084  /

EUWAX
2024-06-14  10:17:36 AM Chg.-0.38 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
3.14EUR -10.80% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 150.00 - 2024-06-21 Call
 

Master data

WKN: GK7708
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2022-07-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.72
Leverage: Yes

Calculated values

Fair value: 3.23
Intrinsic value: 3.23
Implied volatility: 2.13
Historic volatility: 0.16
Parity: 3.23
Time value: 0.64
Break-even: 188.60
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 7.03
Spread abs.: 0.70
Spread %: 22.15%
Delta: 0.80
Theta: -1.16
Omega: 3.79
Rho: 0.02
 

Quote data

Open: 3.14
High: 3.14
Low: 3.14
Previous Close: 3.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.80%
1 Month
  -3.38%
3 Months
  -19.69%
YTD
  -18.44%
1 Year  
+1.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.84 3.14
1M High / 1M Low: 4.09 2.78
6M High / 6M Low: 4.57 2.78
High (YTD): 2024-02-28 4.57
Low (YTD): 2024-05-29 2.78
52W High: 2024-02-28 4.57
52W Low: 2023-10-27 1.46
Avg. price 1W:   3.57
Avg. volume 1W:   0.00
Avg. price 1M:   3.45
Avg. volume 1M:   0.00
Avg. price 6M:   3.77
Avg. volume 6M:   0.00
Avg. price 1Y:   3.07
Avg. volume 1Y:   0.00
Volatility 1M:   102.79%
Volatility 6M:   71.46%
Volatility 1Y:   78.32%
Volatility 3Y:   -