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

EUWAX
2024-06-06  10:56:52 AM Chg.+0.58 Bid11:03:43 AM Ask11:03:43 AM Underlying Strike price Expiration date Option type
16.94EUR +3.55% 16.93
Bid Size: 50,000		 16.94
Ask Size: 50,000		 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: 2.29
Leverage: Yes

Calculated values

Fair value: 15.03
Intrinsic value: 14.99
Implied volatility: 2.89
Historic volatility: 0.19
Parity: 14.99
Time value: 2.02
Break-even: 410.10
Moneyness: 1.62
Premium: 0.05
Premium p.a.: 2.41
Spread abs.: 0.07
Spread %: 0.41%
Delta: 0.87
Theta: -1.63
Omega: 1.99
Rho: 0.07
 

Quote data

Open: 16.94
High: 16.94
Low: 16.94
Previous Close: 16.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.08%
1 Month  
+7.90%
3 Months  
+9.15%
YTD  
+32.03%
1 Year  
+64.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.30 16.05
1M High / 1M Low: 17.88 15.70
6M High / 6M Low: 17.88 12.02
High (YTD): 2024-05-23 17.88
Low (YTD): 2024-01-05 12.22
52W High: 2024-05-23 17.88
52W Low: 2023-09-26 8.02
Avg. price 1W:   16.45
Avg. volume 1W:   0.00
Avg. price 1M:   16.72
Avg. volume 1M:   0.00
Avg. price 6M:   15.56
Avg. volume 6M:   0.00
Avg. price 1Y:   12.86
Avg. volume 1Y:   0.00
Volatility 1M:   39.63%
Volatility 6M:   41.35%
Volatility 1Y:   52.94%
Volatility 3Y:   -