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

EUWAX
6/14/2024  11:11:43 AM Chg.-0.27 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
12.61EUR -2.10% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 2,500.00 - 6/21/2024 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: 6/21/2024
Issue date: 9/1/2022
Last trading day: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.42
Leverage: Yes

Calculated values

Fair value: 11.06
Intrinsic value: 11.05
Implied volatility: 5.42
Historic volatility: 0.24
Parity: 11.05
Time value: 3.84
Break-even: 3,989.00
Moneyness: 1.44
Premium: 0.11
Premium p.a.: 0.00
Spread abs.: 2.00
Spread %: 15.52%
Delta: 0.81
Theta: -56.89
Omega: 1.96
Rho: 0.23
 

Quote data

Open: 12.61
High: 12.61
Low: 12.61
Previous Close: 12.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.21%
1 Month  
+6.50%
3 Months  
+31.77%
YTD  
+23.75%
1 Year  
+187.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.88 12.16
1M High / 1M Low: 12.88 11.29
6M High / 6M Low: 12.88 8.82
High (YTD): 6/13/2024 12.88
Low (YTD): 3/7/2024 8.82
52W High: 6/13/2024 12.88
52W Low: 6/26/2023 4.27
Avg. price 1W:   12.42
Avg. volume 1W:   0.00
Avg. price 1M:   12.00
Avg. volume 1M:   0.00
Avg. price 6M:   10.59
Avg. volume 6M:   0.00
Avg. price 1Y:   8.60
Avg. volume 1Y:   0.00
Volatility 1M:   43.85%
Volatility 6M:   66.92%
Volatility 1Y:   79.32%
Volatility 3Y:   -