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Goldman Sachs Call 21.27 PHI1 21..../  DE000GK7D943  /

EUWAX
6/3/2024  10:33:28 AM Chg.-0.030 Bid6:03:54 PM Ask6:03:54 PM Underlying Strike price Expiration date Option type
0.370EUR -7.50% 0.350
Bid Size: 30,000		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 21.27 EUR 6/21/2024 Call
 

Master data

WKN: GK7D94
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 21.27 EUR
Maturity: 6/21/2024
Issue date: 7/1/2022
Last trading day: 6/20/2024
Ratio: 9.67:1
Exercise type: American
Quanto: -
Gearing: 6.68
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.37
Implied volatility: 0.48
Historic volatility: 0.37
Parity: 0.37
Time value: 0.01
Break-even: 24.99
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: -0.01
Spread %: -3.02%
Delta: 0.94
Theta: -0.01
Omega: 6.27
Rho: 0.01
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.13%
1 Month  
+23.33%
3 Months  
+1661.90%
YTD  
+146.67%
1 Year  
+208.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.390
1M High / 1M Low: 0.480 0.240
6M High / 6M Low: 0.480 0.010
High (YTD): 5/20/2024 0.480
Low (YTD): 4/22/2024 0.010
52W High: 5/20/2024 0.480
52W Low: 4/22/2024 0.010
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.120
Avg. volume 6M:   0.000
Avg. price 1Y:   0.121
Avg. volume 1Y:   0.000
Volatility 1M:   184.29%
Volatility 6M:   4,342.82%
Volatility 1Y:   3,066.79%
Volatility 3Y:   -