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Goldman Sachs Call 240 MSF 21.06..../  DE000GK79DV5  /

Frankfurt Zert./GS
2024-04-30  6:38:13 PM Chg.-0.520 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
14.720EUR -3.41% -
Bid Size: -		 -
Ask Size: -		 MICROSOFT DL-,000... 240.00 - 2024-06-21 Call
 

Master data

WKN: GK79DV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-06-21
Issue date: 2022-07-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.31
Leverage: Yes

Calculated values

Fair value: 14.83
Intrinsic value: 14.74
Implied volatility: 1.88
Historic volatility: 0.19
Parity: 14.74
Time value: 2.06
Break-even: 408.00
Moneyness: 1.61
Premium: 0.05
Premium p.a.: 0.72
Spread abs.: 0.03
Spread %: 0.18%
Delta: 0.87
Theta: -0.70
Omega: 2.00
Rho: 0.16
 

Quote data

Open: 15.170
High: 15.220
Low: 14.720
Previous Close: 15.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.07%
3 Months
  -10.46%
YTD  
+14.91%
1 Year  
+71.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 16.740 14.720
6M High / 6M Low: 17.900 11.990
High (YTD): 2024-03-22 17.900
Low (YTD): 2024-01-05 12.270
52W High: 2024-03-22 17.900
52W Low: 2023-09-27 8.120
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   15.686
Avg. volume 1M:   0.000
Avg. price 6M:   14.793
Avg. volume 6M:   0.000
Avg. price 1Y:   11.939
Avg. volume 1Y:   0.000
Volatility 1M:   71.78%
Volatility 6M:   39.42%
Volatility 1Y:   53.57%
Volatility 3Y:   -