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Goldman Sachs Call 20 AXA 21.06.2.../  DE000GK7JF73  /

EUWAX
2024-06-14  10:49:44 AM Chg.-0.250 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.980EUR -20.33% -
Bid Size: -		 -
Ask Size: -		 AXA S.A. INH. EO... 20.00 - 2024-06-21 Call
 

Master data

WKN: GK7JF7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-06-21
Issue date: 2022-07-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.94
Implied volatility: 3.13
Historic volatility: 0.17
Parity: 0.94
Time value: 0.09
Break-even: 30.30
Moneyness: 1.47
Premium: 0.03
Premium p.a.: 4.88
Spread abs.: 0.10
Spread %: 10.75%
Delta: 0.88
Theta: -0.20
Omega: 2.51
Rho: 0.00
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 1.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.76%
1 Month
  -28.47%
3 Months
  -31.94%
YTD
  -1.01%
1 Year  
+32.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 0.980
1M High / 1M Low: 1.410 0.980
6M High / 6M Low: 1.520 0.930
High (YTD): 2024-04-04 1.520
Low (YTD): 2024-01-11 0.950
52W High: 2024-04-04 1.520
52W Low: 2023-07-10 0.640
Avg. price 1W:   1.182
Avg. volume 1W:   0.000
Avg. price 1M:   1.310
Avg. volume 1M:   0.000
Avg. price 6M:   1.239
Avg. volume 6M:   0.000
Avg. price 1Y:   1.035
Avg. volume 1Y:   0.000
Volatility 1M:   77.40%
Volatility 6M:   48.77%
Volatility 1Y:   51.50%
Volatility 3Y:   -