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Goldman Sachs Call 2800 GVDBF 21..../  DE000GK72CG3  /

EUWAX
2024-05-29  10:21:02 AM Chg.- Bid8:53:19 AM Ask8:53:19 AM Underlying Strike price Expiration date Option type
14.64EUR - -
Bid Size: -		 -
Ask Size: -		 Givaudan SA 2,800.00 - 2024-06-21 Call
 

Master data

WKN: GK72CG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Call
Strike price: 2,800.00 -
Maturity: 2024-06-21
Issue date: 2022-07-07
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.87
Leverage: Yes

Calculated values

Fair value: 14.24
Intrinsic value: 14.17
Implied volatility: 1.24
Historic volatility: 0.22
Parity: 14.17
Time value: 0.52
Break-even: 4,269.00
Moneyness: 1.51
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.30
Spread %: 2.08%
Delta: 0.93
Theta: -4.03
Omega: 2.67
Rho: 1.55
 

Quote data

Open: 14.64
High: 14.64
Low: 14.64
Previous Close: 14.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.90%
1 Month  
+22.92%
3 Months  
+52.18%
YTD  
+94.94%
1 Year  
+225.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.66 14.09
1M High / 1M Low: 14.66 11.91
6M High / 6M Low: 14.66 5.47
High (YTD): 2024-05-24 14.66
Low (YTD): 2024-01-23 5.69
52W High: 2024-05-24 14.66
52W Low: 2023-08-22 2.03
Avg. price 1W:   14.46
Avg. volume 1W:   50
Avg. price 1M:   13.39
Avg. volume 1M:   59.52
Avg. price 6M:   10.10
Avg. volume 6M:   42.34
Avg. price 1Y:   6.64
Avg. volume 1Y:   34.18
Volatility 1M:   39.47%
Volatility 6M:   78.32%
Volatility 1Y:   100.49%
Volatility 3Y:   -