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Goldman Sachs Call 2500 PCE1 21.0.../  DE000GK9RXW0  /

EUWAX
24/05/2024  10:45:20 Chg.-0.60 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
11.78EUR -4.85% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 2,500.00 - 21/06/2024 Call
 

Master data

WKN: GK9RXW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,500.00 -
Maturity: 21/06/2024
Issue date: 01/09/2022
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.75
Leverage: Yes

Calculated values

Fair value: 9.78
Intrinsic value: 9.71
Implied volatility: 2.05
Historic volatility: 0.24
Parity: 9.71
Time value: 2.90
Break-even: 3,761.00
Moneyness: 1.39
Premium: 0.08
Premium p.a.: 1.85
Spread abs.: 0.30
Spread %: 2.44%
Delta: 0.81
Theta: -9.79
Omega: 2.22
Rho: 1.18
 

Quote data

Open: 11.78
High: 11.78
Low: 11.78
Previous Close: 12.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.61%
1 Month  
+18.39%
3 Months  
+11.55%
YTD  
+15.60%
1 Year  
+156.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.23 11.29
1M High / 1M Low: 12.31 8.97
6M High / 6M Low: 12.57 6.88
High (YTD): 22/02/2024 12.57
Low (YTD): 07/03/2024 8.82
52W High: 22/02/2024 12.57
52W Low: 31/05/2023 3.77
Avg. price 1W:   11.70
Avg. volume 1W:   0.00
Avg. price 1M:   10.80
Avg. volume 1M:   0.00
Avg. price 6M:   10.04
Avg. volume 6M:   0.00
Avg. price 1Y:   8.09
Avg. volume 1Y:   0.00
Volatility 1M:   79.42%
Volatility 6M:   69.16%
Volatility 1Y:   82.09%
Volatility 3Y:   -