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Goldman Sachs Call 23.21 PHI1 21..../  DE000GK7DAJ9  /

EUWAX
03/06/2024  10:33:29 Chg.-0.030 Bid14:22:58 Ask14:22:58 Underlying Strike price Expiration date Option type
0.180EUR -14.29% 0.170
Bid Size: 150,000		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 23.21 EUR 21/06/2024 Call
 

Master data

WKN: GK7DAJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 23.21 EUR
Maturity: 21/06/2024
Issue date: 01/07/2022
Last trading day: 20/06/2024
Ratio: 9.67:1
Exercise type: American
Quanto: -
Gearing: 12.25
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.17
Implied volatility: 0.44
Historic volatility: 0.37
Parity: 0.17
Time value: 0.04
Break-even: 25.24
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.34
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.02
Omega: 9.58
Rho: 0.01
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+63.64%
3 Months  
+1900.00%
YTD  
+127.85%
1 Year  
+136.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.290 0.075
6M High / 6M Low: 0.290 0.004
High (YTD): 20/05/2024 0.290
Low (YTD): 22/04/2024 0.004
52W High: 20/05/2024 0.290
52W Low: 22/04/2024 0.004
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   0.068
Avg. volume 1Y:   0.000
Volatility 1M:   338.17%
Volatility 6M:   7,385.01%
Volatility 1Y:   5,213.27%
Volatility 3Y:   -