OverviewChartNewsTraderScreen

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

EUWAX
2024-05-15  9:03:14 AM Chg.-0.73 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
3.72EUR -16.40% -
Bid Size: -		 -
Ask Size: -		 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: 6.34
Leverage: Yes

Calculated values

Fair value: 2.13
Intrinsic value: 1.95
Implied volatility: 0.91
Historic volatility: 0.23
Parity: 1.95
Time value: 1.83
Break-even: 257.80
Moneyness: 1.09
Premium: 0.08
Premium p.a.: 1.06
Spread abs.: 0.05
Spread %: 1.34%
Delta: 0.67
Theta: -0.35
Omega: 4.27
Rho: 0.13
 

Quote data

Open: 3.72
High: 3.72
Low: 3.72
Previous Close: 4.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.76%
1 Month
  -18.78%
3 Months  
+56.96%
YTD
  -3.63%
1 Year  
+21.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.45 3.62
1M High / 1M Low: 5.01 3.62
6M High / 6M Low: 6.52 2.37
High (YTD): 2024-03-28 6.52
Low (YTD): 2024-02-16 2.37
52W High: 2024-03-28 6.52
52W Low: 2024-02-16 2.37
Avg. price 1W:   4.05
Avg. volume 1W:   0.00
Avg. price 1M:   4.28
Avg. volume 1M:   0.00
Avg. price 6M:   4.02
Avg. volume 6M:   0.00
Avg. price 1Y:   4.24
Avg. volume 1Y:   0.00
Volatility 1M:   107.59%
Volatility 6M:   133.88%
Volatility 1Y:   120.87%
Volatility 3Y:   -