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

EUWAX
03/06/2024  10:11:29 Chg.+0.15 Bid13:47:54 Ask13:47:54 Underlying Strike price Expiration date Option type
11.12EUR +1.37% 10.88
Bid Size: 5,000		 10.98
Ask Size: 5,000		 MUENCH.RUECKVERS.VNA... 350.00 EUR 21/06/2024 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: 21/06/2024
Issue date: 13/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 10.85
Intrinsic value: 10.79
Implied volatility: 1.02
Historic volatility: 0.17
Parity: 10.79
Time value: 0.58
Break-even: 463.70
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.81
Spread %: 7.67%
Delta: 0.90
Theta: -0.52
Omega: 3.64
Rho: 0.15
 

Quote data

Open: 11.12
High: 11.12
Low: 11.12
Previous Close: 10.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.63%
1 Month  
+79.64%
3 Months  
+31.91%
YTD  
+187.34%
1 Year  
+268.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.66 10.94
1M High / 1M Low: 11.66 6.19
6M High / 6M Low: 11.66 3.70
High (YTD): 27/05/2024 11.66
Low (YTD): 11/01/2024 3.70
52W High: 27/05/2024 11.66
52W Low: 10/07/2023 1.87
Avg. price 1W:   11.10
Avg. volume 1W:   0.00
Avg. price 1M:   9.95
Avg. volume 1M:   0.00
Avg. price 6M:   7.06
Avg. volume 6M:   0.00
Avg. price 1Y:   5.23
Avg. volume 1Y:   0.00
Volatility 1M:   139.75%
Volatility 6M:   112.52%
Volatility 1Y:   102.46%
Volatility 3Y:   -