OverviewChartNewsTraderScreen

Goldman Sachs Call 320 MUV2 21.06.../  DE000GK7AQB8  /

EUWAX
19/06/2024  09:27:32 Chg.-0.12 Bid18:00:08 Ask18:00:08 Underlying Strike price Expiration date Option type
14.01EUR -0.85% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 320.00 EUR 21/06/2024 Call
 

Master data

WKN: GK7AQB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 320.00 EUR
Maturity: 21/06/2024
Issue date: 30/06/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.13
Leverage: Yes

Calculated values

Fair value: 14.30
Intrinsic value: 14.29
Implied volatility: 3.88
Historic volatility: 0.17
Parity: 14.29
Time value: 0.52
Break-even: 468.10
Moneyness: 1.45
Premium: 0.01
Premium p.a.: 6.68
Spread abs.: 0.97
Spread %: 7.01%
Delta: 0.92
Theta: -4.79
Omega: 2.89
Rho: 0.02
 

Quote data

Open: 14.01
High: 14.01
Low: 14.01
Previous Close: 14.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -0.21%
3 Months  
+7.44%
YTD  
+117.55%
1 Year  
+260.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.62 13.68
1M High / 1M Low: 14.62 13.51
6M High / 6M Low: 14.62 6.27
High (YTD): 12/06/2024 14.62
Low (YTD): 11/01/2024 6.27
52W High: 12/06/2024 14.62
52W Low: 10/07/2023 3.43
Avg. price 1W:   14.20
Avg. volume 1W:   0.00
Avg. price 1M:   14.06
Avg. volume 1M:   0.00
Avg. price 6M:   10.50
Avg. volume 6M:   0.00
Avg. price 1Y:   8.15
Avg. volume 1Y:   0.00
Volatility 1M:   44.34%
Volatility 6M:   72.52%
Volatility 1Y:   75.08%
Volatility 3Y:   -