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Goldman Sachs Call 300 BRYN 21.06.../  DE000GX9J354  /

EUWAX
2024-06-04  10:43:01 AM Chg.-0.02 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
10.68EUR -0.19% -
Bid Size: -		 -
Ask Size: -		 BERKSH. H.B NEW DL-,... 300.00 - 2024-06-21 Call
 

Master data

WKN: GX9J35
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BERKSH. H.B NEW DL-,00333
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 8.08
Intrinsic value: 8.03
Implied volatility: 2.09
Historic volatility: 0.11
Parity: 8.03
Time value: 2.89
Break-even: 409.20
Moneyness: 1.27
Premium: 0.08
Premium p.a.: 3.82
Spread abs.: 0.30
Spread %: 2.82%
Delta: 0.77
Theta: -1.53
Omega: 2.70
Rho: 0.09
 

Quote data

Open: 10.68
High: 10.68
Low: 10.68
Previous Close: 10.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.22%
1 Month  
+8.32%
3 Months  
+7.01%
YTD  
+72.26%
1 Year  
+106.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.70 9.64
1M High / 1M Low: 10.94 9.64
6M High / 6M Low: 13.24 6.05
High (YTD): 2024-02-26 13.24
Low (YTD): 2024-01-17 6.29
52W High: 2024-02-26 13.24
52W Low: 2023-10-27 4.84
Avg. price 1W:   10.19
Avg. volume 1W:   0.00
Avg. price 1M:   10.34
Avg. volume 1M:   0.00
Avg. price 6M:   9.26
Avg. volume 6M:   0.00
Avg. price 1Y:   7.80
Avg. volume 1Y:   0.00
Volatility 1M:   45.58%
Volatility 6M:   57.96%
Volatility 1Y:   56.56%
Volatility 3Y:   -