Goldman Sachs Call 6100 UKX 16.12.../  DE000GX1E568  /

Frankfurt Zert./GS
9/30/2022  7:22:55 PM Chg.-0.150 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
9.700EUR -1.52% 9.440
Bid Size: 30,000
9.470
Ask Size: 30,000
FTSE 100 6,100.00 - 12/16/2022 Call
 

Master data

WKN: GX1E56
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Call
Strike price: 6,100.00 -
Maturity: 12/16/2022
Issue date: 9/13/2021
Last trading day: 12/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 6.93
Leverage: Yes

Calculated values

Fair value: 15.84
Intrinsic value: 7.94
Implied volatility: -
Historic volatility: 0.16
Parity: 7.94
Time value: 2.01
Break-even: 7,095.00
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 0.30%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 9.890
High: 10.600
Low: 9.700
Previous Close: 9.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.35%
1 Month
  -28.62%
3 Months
  -28.52%
YTD
  -38.65%
1 Year
  -17.31%
3 Years     -
5 Years     -
1W High / 1W Low: 11.080 9.700
1M High / 1M Low: 16.190 9.700
6M High / 6M Low: 18.880 9.700
High (YTD): 4/8/2022 18.880
Low (YTD): 9/30/2022 9.700
52W High: 4/8/2022 18.880
52W Low: 9/30/2022 9.700
Avg. price 1W:   10.366
Avg. volume 1W:   0.000
Avg. price 1M:   12.988
Avg. volume 1M:   0.000
Avg. price 6M:   15.406
Avg. volume 6M:   0.000
Avg. price 1Y:   15.235
Avg. volume 1Y:   0.000
Volatility 1M:   97.39%
Volatility 6M:   79.12%
Volatility 1Y:   76.70%
Volatility 3Y:   -