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Goldman Sachs Call 350 MUV2 21.06.../  DE000GX9G6T5  /

EUWAX
6/14/2024  9:48:12 AM Chg.-0.52 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
11.01EUR -4.51% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 350.00 EUR 6/21/2024 Call
 

Master data

WKN: GX9G6T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 350.00 EUR
Maturity: 6/21/2024
Issue date: 9/13/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.81
Leverage: Yes

Calculated values

Fair value: 11.16
Intrinsic value: 11.14
Implied volatility: 2.03
Historic volatility: 0.17
Parity: 11.14
Time value: 0.98
Break-even: 471.20
Moneyness: 1.32
Premium: 0.02
Premium p.a.: 1.99
Spread abs.: 0.30
Spread %: 2.54%
Delta: 0.87
Theta: -1.98
Omega: 3.31
Rho: 0.05
 

Quote data

Open: 11.01
High: 11.01
Low: 11.01
Previous Close: 11.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.27%
1 Month  
+10.43%
3 Months  
+15.89%
YTD  
+184.50%
1 Year  
+439.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.70 10.93
1M High / 1M Low: 11.70 9.97
6M High / 6M Low: 11.70 3.70
High (YTD): 6/12/2024 11.70
Low (YTD): 1/11/2024 3.70
52W High: 6/12/2024 11.70
52W Low: 7/10/2023 1.87
Avg. price 1W:   11.34
Avg. volume 1W:   0.00
Avg. price 1M:   11.01
Avg. volume 1M:   0.00
Avg. price 6M:   7.51
Avg. volume 6M:   0.00
Avg. price 1Y:   5.55
Avg. volume 1Y:   0.00
Volatility 1M:   74.61%
Volatility 6M:   102.02%
Volatility 1Y:   100.92%
Volatility 3Y:   -