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Goldman Sachs Call 220 FDX 21.06..../  DE000GK93KD9  /

EUWAX
2024-06-04  9:02:28 AM Chg.- Bid9:40:00 AM Ask9:40:00 AM Underlying Strike price Expiration date Option type
2.62EUR - 2.46
Bid Size: 5,000		 2.61
Ask Size: 5,000		 FEDEX CORP. D... 220.00 - 2024-06-21 Call
 

Master data

WKN: GK93KD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2022-08-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.44
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.79
Implied volatility: 1.18
Historic volatility: 0.22
Parity: 0.79
Time value: 1.91
Break-even: 247.00
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 4.61
Spread abs.: 0.05
Spread %: 1.89%
Delta: 0.61
Theta: -0.67
Omega: 5.13
Rho: 0.05
 

Quote data

Open: 2.62
High: 2.62
Low: 2.62
Previous Close: 3.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.56%
1 Month
  -35.31%
3 Months
  -12.37%
YTD
  -32.12%
1 Year
  -10.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.21 2.32
1M High / 1M Low: 4.45 2.32
6M High / 6M Low: 6.52 2.32
High (YTD): 2024-03-28 6.52
Low (YTD): 2024-05-30 2.32
52W High: 2024-03-28 6.52
52W Low: 2024-05-30 2.32
Avg. price 1W:   2.69
Avg. volume 1W:   0.00
Avg. price 1M:   3.34
Avg. volume 1M:   0.00
Avg. price 6M:   3.87
Avg. volume 6M:   0.00
Avg. price 1Y:   4.23
Avg. volume 1Y:   0.00
Volatility 1M:   150.40%
Volatility 6M:   140.50%
Volatility 1Y:   124.07%
Volatility 3Y:   -