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

EUWAX
6/5/2024  10:06:16 AM Chg.-0.16 Bid8:56:43 PM Ask8:56:43 PM Underlying Strike price Expiration date Option type
2.46EUR -6.11% 2.57
Bid Size: 20,000		 2.62
Ask Size: 20,000		 FEDEX CORP. D... 220.00 - 6/21/2024 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: 6/21/2024
Issue date: 8/16/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.08
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.60
Implied volatility: 1.16
Historic volatility: 0.22
Parity: 0.60
Time value: 1.89
Break-even: 244.90
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 5.23
Spread abs.: 0.05
Spread %: 2.05%
Delta: 0.59
Theta: -0.68
Omega: 5.40
Rho: 0.05
 

Quote data

Open: 2.46
High: 2.46
Low: 2.46
Previous Close: 2.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.77%
1 Month
  -39.26%
3 Months
  -17.73%
YTD
  -36.27%
1 Year
  -15.75%
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): 3/28/2024 6.52
Low (YTD): 5/30/2024 2.32
52W High: 3/28/2024 6.52
52W Low: 5/30/2024 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:   -