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Goldman Sachs Call 50 1NBA 21.06..../  DE000GK7JH06  /

EUWAX
2024-06-07  11:42:07 AM Chg.+0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.830EUR +3.75% -
Bid Size: -		 -
Ask Size: -		 ANHEUSER-BUSCH INBEV 50.00 - 2024-06-21 Call
 

Master data

WKN: GK7JH0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ANHEUSER-BUSCH INBEV
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-07-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.72
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.78
Implied volatility: 0.81
Historic volatility: 0.18
Parity: 0.78
Time value: 0.08
Break-even: 58.60
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.47
Spread abs.: 0.12
Spread %: 16.22%
Delta: 0.85
Theta: -0.08
Omega: 5.71
Rho: 0.01
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.06%
1 Month
  -8.79%
3 Months  
+13.70%
YTD
  -16.16%
1 Year  
+27.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.700
1M High / 1M Low: 1.210 0.700
6M High / 6M Low: 1.210 0.450
High (YTD): 2024-05-20 1.210
Low (YTD): 2024-04-17 0.450
52W High: 2024-05-20 1.210
52W Low: 2023-10-23 0.420
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.962
Avg. volume 1M:   0.000
Avg. price 6M:   0.832
Avg. volume 6M:   0.000
Avg. price 1Y:   0.744
Avg. volume 1Y:   0.000
Volatility 1M:   104.58%
Volatility 6M:   131.88%
Volatility 1Y:   116.54%
Volatility 3Y:   -