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Goldman Sachs Call 200 MUV2/  DE000GK7ARW2  /

EUWAX
20/06/2024  10:36:43 Chg.- Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
26.23EUR - -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 200.00 EUR 21/06/2024 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: 21/06/2024
Issue date: 30/06/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.70
Leverage: Yes

Calculated values

Fair value: 26.09
Intrinsic value: 26.09
Implied volatility: 12.84
Historic volatility: 0.17
Parity: 26.09
Time value: 1.01
Break-even: 471.00
Moneyness: 2.30
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 1.00
Spread %: 3.83%
Delta: 0.94
Theta: -17.78
Omega: 1.60
Rho: 0.00
 

Quote data

Open: 26.23
High: 26.23
Low: 26.23
Previous Close: 26.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.65%
1 Month  
+1.04%
3 Months  
+6.80%
YTD  
+45.72%
1 Year  
+91.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 26.23 25.67
1M High / 1M Low: 26.60 25.48
6M High / 6M Low: 26.60 17.87
High (YTD): 12/06/2024 26.60
Low (YTD): 11/01/2024 17.87
52W High: 12/06/2024 26.60
52W Low: 10/07/2023 13.48
Avg. price 1W:   26.02
Avg. volume 1W:   0.00
Avg. price 1M:   26.03
Avg. volume 1M:   0.00
Avg. price 6M:   22.48
Avg. volume 6M:   0.00
Avg. price 1Y:   19.62
Avg. volume 1Y:   0.00
Volatility 1M:   23.48%
Volatility 6M:   33.04%
Volatility 1Y:   32.85%
Volatility 3Y:   -