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Goldman Sachs Call 200 MUV2 21.06.../  DE000GK7ARW2  /

EUWAX
2024-06-14  9:39:38 AM Chg.-0.43 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
26.06EUR -1.62% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 200.00 EUR 2024-06-21 Call
 

Master data

WKN: GK7ARW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-06-21
Issue date: 2022-06-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.72
Leverage: Yes

Calculated values

Fair value: 25.69
Intrinsic value: 25.68
Implied volatility: 5.10
Historic volatility: 0.17
Parity: 25.68
Time value: 0.95
Break-even: 466.30
Moneyness: 2.28
Premium: 0.02
Premium p.a.: 2.50
Spread abs.: 0.50
Spread %: 1.91%
Delta: 0.94
Theta: -2.82
Omega: 1.62
Rho: 0.03
 

Quote data

Open: 26.06
High: 26.06
Low: 26.06
Previous Close: 26.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.42%
1 Month  
+2.36%
3 Months  
+6.72%
YTD  
+44.78%
1 Year  
+89.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 26.60 25.91
1M High / 1M Low: 26.60 25.46
6M High / 6M Low: 26.60 17.87
High (YTD): 2024-06-12 26.60
Low (YTD): 2024-01-11 17.87
52W High: 2024-06-12 26.60
52W Low: 2023-07-10 13.48
Avg. price 1W:   26.31
Avg. volume 1W:   0.00
Avg. price 1M:   26.01
Avg. volume 1M:   0.00
Avg. price 6M:   22.26
Avg. volume 6M:   0.00
Avg. price 1Y:   19.46
Avg. volume 1Y:   0.00
Volatility 1M:   23.53%
Volatility 6M:   33.02%
Volatility 1Y:   32.88%
Volatility 3Y:   -