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Goldman Sachs Call 180 AMZ 21.06..../  DE000GK76T65  /

EUWAX
2024-05-22  10:57:12 AM Chg.-0.050 Bid12:44:29 PM Ask12:44:29 PM Underlying Strike price Expiration date Option type
0.650EUR -7.14% 0.630
Bid Size: 100,000		 0.640
Ask Size: 100,000		 AMAZON.COM INC. D... 180.00 - 2024-06-21 Call
 

Master data

WKN: GK76T6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMAZON.COM INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-06-21
Issue date: 2022-07-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.19
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.26
Parity: -1.13
Time value: 0.67
Break-even: 186.70
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 2.42
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.38
Theta: -0.18
Omega: 9.64
Rho: 0.05
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.99%
1 Month
  -20.73%
3 Months
  -23.53%
YTD  
+38.30%
1 Year  
+225.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.700
1M High / 1M Low: 1.220 0.650
6M High / 6M Low: 1.630 0.260
High (YTD): 2024-04-12 1.630
Low (YTD): 2024-01-05 0.260
52W High: 2024-04-12 1.630
52W Low: 2023-10-26 0.150
Avg. price 1W:   0.834
Avg. volume 1W:   0.000
Avg. price 1M:   0.950
Avg. volume 1M:   0.000
Avg. price 6M:   0.770
Avg. volume 6M:   0.000
Avg. price 1Y:   0.565
Avg. volume 1Y:   0.000
Volatility 1M:   291.63%
Volatility 6M:   221.47%
Volatility 1Y:   204.60%
Volatility 3Y:   -