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Goldman Sachs Call 200 3V64 21.06.../  DE000GK7D8L0  /

EUWAX
2024-06-14  10:13:49 AM Chg.+0.13 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
6.67EUR +1.99% -
Bid Size: -		 -
Ask Size: -		 VISA INC. CL. A DL -... 200.00 - 2024-06-21 Call
 

Master data

WKN: GK7D8L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: VISA INC. CL. A DL -,0001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2022-07-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.74
Leverage: Yes

Calculated values

Fair value: 5.27
Intrinsic value: 5.26
Implied volatility: 2.84
Historic volatility: 0.12
Parity: 5.26
Time value: 1.50
Break-even: 267.60
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 19.40
Spread abs.: 0.10
Spread %: 1.50%
Delta: 0.79
Theta: -2.08
Omega: 2.94
Rho: 0.03
 

Quote data

Open: 6.67
High: 6.67
Low: 6.67
Previous Close: 6.54
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.97%
1 Month
  -10.83%
3 Months
  -17.35%
YTD  
+12.10%
1 Year  
+74.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.37 6.54
1M High / 1M Low: 7.63 6.39
6M High / 6M Low: 8.60 5.74
High (YTD): 2024-03-22 8.60
Low (YTD): 2024-01-03 5.75
52W High: 2024-03-22 8.60
52W Low: 2023-06-14 3.83
Avg. price 1W:   7.03
Avg. volume 1W:   0.00
Avg. price 1M:   7.02
Avg. volume 1M:   0.00
Avg. price 6M:   7.12
Avg. volume 6M:   0.00
Avg. price 1Y:   5.98
Avg. volume 1Y:   0.00
Volatility 1M:   54.53%
Volatility 6M:   49.71%
Volatility 1Y:   54.28%
Volatility 3Y:   -