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Goldman Sachs Call 160 CGM 21.06..../  DE000GK72P97  /

EUWAX
6/14/2024  9:20:52 AM Chg.-0.66 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.51EUR -20.82% -
Bid Size: -		 -
Ask Size: -		 CAPGEMINI SE INH. EO... 160.00 - 6/21/2024 Call
 

Master data

WKN: GK72P9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 6/21/2024
Issue date: 7/7/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.96
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 2.23
Implied volatility: 1.96
Historic volatility: 0.23
Parity: 2.23
Time value: 0.83
Break-even: 190.60
Moneyness: 1.14
Premium: 0.05
Premium p.a.: 14.01
Spread abs.: 1.00
Spread %: 48.54%
Delta: 0.74
Theta: -1.25
Omega: 4.41
Rho: 0.02
 

Quote data

Open: 2.51
High: 2.51
Low: 2.51
Previous Close: 3.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.46%
1 Month
  -49.90%
3 Months
  -62.59%
YTD
  -31.61%
1 Year
  -19.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.30 2.51
1M High / 1M Low: 5.42 2.49
6M High / 6M Low: 6.81 2.49
High (YTD): 3/13/2024 6.81
Low (YTD): 6/3/2024 2.49
52W High: 3/13/2024 6.81
52W Low: 10/27/2023 1.66
Avg. price 1W:   3.05
Avg. volume 1W:   0.00
Avg. price 1M:   3.98
Avg. volume 1M:   0.00
Avg. price 6M:   4.79
Avg. volume 6M:   0.00
Avg. price 1Y:   3.63
Avg. volume 1Y:   0.00
Volatility 1M:   179.95%
Volatility 6M:   109.74%
Volatility 1Y:   109.04%
Volatility 3Y:   -