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Goldman Sachs Call 600 ASME 21.06.../  DE000GK70E68  /

EUWAX
2024-06-20  9:48:37 AM Chg.+0.39 Bid6:50:55 PM Ask6:50:55 PM Underlying Strike price Expiration date Option type
38.04EUR +1.04% 38.03
Bid Size: 200		 48.03
Ask Size: 200		 ASML HOLDING EO -... 600.00 - 2024-06-21 Call
 

Master data

WKN: GK70E6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 2024-06-21
Issue date: 2022-07-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.23
Leverage: Yes

Calculated values

Fair value: 36.66
Intrinsic value: 36.65
Implied volatility: 12.65
Historic volatility: 0.30
Parity: 36.65
Time value: 6.75
Break-even: 1,034.00
Moneyness: 1.61
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 7.00
Spread %: 19.23%
Delta: 0.85
Theta: -73.48
Omega: 1.90
Rho: 0.01
 

Quote data

Open: 38.04
High: 38.04
Low: 38.04
Previous Close: 37.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month  
+49.53%
3 Months  
+30.86%
YTD  
+226.24%
1 Year  
+221.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 38.80 36.87
1M High / 1M Low: 38.80 25.44
6M High / 6M Low: 38.80 7.63
High (YTD): 2024-06-13 38.80
Low (YTD): 2024-01-05 7.63
52W High: 2024-06-13 38.80
52W Low: 2023-09-26 3.70
Avg. price 1W:   37.68
Avg. volume 1W:   0.00
Avg. price 1M:   31.93
Avg. volume 1M:   0.00
Avg. price 6M:   25.08
Avg. volume 6M:   0.00
Avg. price 1Y:   16.24
Avg. volume 1Y:   0.00
Volatility 1M:   86.97%
Volatility 6M:   116.68%
Volatility 1Y:   123.21%
Volatility 3Y:   -