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Goldman Sachs Call 6 DBK 21.06.20.../  DE000GK9L5R1  /

EUWAX
21/05/2024  10:31:01 Chg.0.00 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
9.65EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 6.00 - 21/06/2024 Call
 

Master data

WKN: GK9L5R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 21/06/2024
Issue date: 29/08/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.59
Leverage: Yes

Calculated values

Fair value: 9.71
Intrinsic value: 9.69
Implied volatility: 2.11
Historic volatility: 0.26
Parity: 9.69
Time value: 0.16
Break-even: 15.85
Moneyness: 2.61
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.20
Spread %: 2.07%
Delta: 0.97
Theta: -0.01
Omega: 1.54
Rho: 0.00
 

Quote data

Open: 9.65
High: 9.65
Low: 9.65
Previous Close: 9.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.39%
1 Month  
+6.75%
3 Months  
+54.40%
YTD  
+48.23%
1 Year  
+121.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.20 9.56
1M High / 1M Low: 10.64 9.04
6M High / 6M Low: 10.64 5.24
High (YTD): 26/04/2024 10.64
Low (YTD): 09/02/2024 5.68
52W High: 26/04/2024 10.64
52W Low: 23/06/2023 3.65
Avg. price 1W:   9.78
Avg. volume 1W:   0.00
Avg. price 1M:   9.66
Avg. volume 1M:   0.00
Avg. price 6M:   7.25
Avg. volume 6M:   0.00
Avg. price 1Y:   5.75
Avg. volume 1Y:   74.80
Volatility 1M:   70.83%
Volatility 6M:   49.23%
Volatility 1Y:   50.72%
Volatility 3Y:   -