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

Frankfurt Zert./GS
4/30/2024  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 - 6/21/2024 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: 6/21/2024
Issue date: 7/12/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.32
Leverage: Yes

Calculated values

Fair value: 14.73
Intrinsic value: 14.65
Implied volatility: 1.96
Historic volatility: 0.19
Parity: 14.65
Time value: 2.04
Break-even: 406.90
Moneyness: 1.61
Premium: 0.05
Premium p.a.: 0.80
Spread abs.: 0.03
Spread %: 0.18%
Delta: 0.87
Theta: -0.76
Omega: 2.01
Rho: 0.15
 

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
  -10.24%
3 Months
  -10.46%
YTD  
+14.91%
1 Year  
+64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 16.180 14.720
6M High / 6M Low: 17.900 11.990
High (YTD): 3/22/2024 17.900
Low (YTD): 1/5/2024 12.270
52W High: 3/22/2024 17.900
52W Low: 9/27/2023 8.120
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   15.433
Avg. volume 1M:   0.000
Avg. price 6M:   14.831
Avg. volume 6M:   0.000
Avg. price 1Y:   11.981
Avg. volume 1Y:   0.000
Volatility 1M:   79.20%
Volatility 6M:   39.19%
Volatility 1Y:   53.70%
Volatility 3Y:   -