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Goldman Sachs Call 38 NCB 21.06.2.../  DE000GK729Z2  /

EUWAX
2024-06-07  10:07:09 AM Chg.-0.040 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.150EUR -21.05% -
Bid Size: -		 -
Ask Size: -		 BANK AMERICA DL... 38.00 - 2024-06-21 Call
 

Master data

WKN: GK729Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BANK AMERICA DL 0,01
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-06-21
Issue date: 2022-07-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.38
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.21
Parity: -0.12
Time value: 0.19
Break-even: 39.90
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 8.48
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.46
Theta: -0.09
Omega: 8.89
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.04%
1 Month  
+87.50%
3 Months  
+50.00%
YTD  
+76.47%
1 Year  
+134.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.200 0.080
6M High / 6M Low: 0.200 0.027
High (YTD): 2024-06-03 0.200
Low (YTD): 2024-01-18 0.027
52W High: 2024-06-03 0.200
52W Low: 2023-10-24 0.010
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   0.064
Avg. volume 1Y:   0.000
Volatility 1M:   512.74%
Volatility 6M:   383.97%
Volatility 1Y:   306.99%
Volatility 3Y:   -