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Goldman Sachs Call 50 1COV 21.06..../  DE000GK9NWW1  /

EUWAX
2024-06-14  5:14:45 PM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.180EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 COVESTRO AG O.N. 50.00 - 2024-06-21 Call
 

Master data

WKN: GK9NWW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: COVESTRO AG O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-08-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.14
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.08
Implied volatility: 0.85
Historic volatility: 0.28
Parity: 0.08
Time value: 0.20
Break-even: 52.80
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 6.49
Spread abs.: 0.08
Spread %: 40.00%
Delta: 0.58
Theta: -0.17
Omega: 10.51
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.180
Low: 0.150
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -40.00%
3 Months
  -64.71%
YTD
  -74.65%
1 Year
  -10.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.140
1M High / 1M Low: 0.340 0.090
6M High / 6M Low: 0.820 0.090
High (YTD): 2024-01-02 0.690
Low (YTD): 2024-06-06 0.090
52W High: 2023-09-11 0.850
52W Low: 2024-06-06 0.090
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   86.957
Avg. price 6M:   0.468
Avg. volume 6M:   16
Avg. price 1Y:   0.529
Avg. volume 1Y:   33.594
Volatility 1M:   493.93%
Volatility 6M:   231.93%
Volatility 1Y:   235.08%
Volatility 3Y:   -