Goldman Sachs Call 32 NCB 21.06.2.../  DE000GK7FM86  /

EUWAX
07/06/2024  10:58:21 Chg.0.000 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.710EUR 0.00% -
Bid Size: -
-
Ask Size: -
BANK AMERICA DL... 32.00 - 21/06/2024 Call
 

Master data

WKN: GK7FM8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BANK AMERICA DL 0,01
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 21/06/2024
Issue date: 04/07/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.00
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.48
Implied volatility: 1.76
Historic volatility: 0.21
Parity: 0.48
Time value: 0.25
Break-even: 39.37
Moneyness: 1.15
Premium: 0.07
Premium p.a.: 5.51
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.72
Theta: -0.16
Omega: 3.62
Rho: 0.01
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.39%
1 Month  
+31.48%
3 Months  
+69.05%
YTD  
+115.15%
1 Year  
+222.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.710
1M High / 1M Low: 0.740 0.540
6M High / 6M Low: 0.740 0.170
High (YTD): 03/06/2024 0.740
Low (YTD): 18/01/2024 0.180
52W High: 03/06/2024 0.740
52W Low: 24/10/2023 0.048
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.662
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   161.290
Avg. price 1Y:   0.285
Avg. volume 1Y:   78.431
Volatility 1M:   105.87%
Volatility 6M:   164.21%
Volatility 1Y:   173.32%
Volatility 3Y:   -