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

Frankfurt Zert./GS
6/24/2022  7:06:47 PM Chg.+2.040 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
13.790EUR +17.36% 14.050
Bid Size: 20,000
14.080
Ask Size: 20,000
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: 5.12
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 11.09
Implied volatility: 0.84
Historic volatility: 0.16
Parity: 11.09
Time value: 2.99
Break-even: 7,508.00
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 0.21%
Delta: 0.56
Theta: -0.96
Omega: 2.85
Rho: 12.41
 

Quote data

Open: 12.390
High: 13.790
Low: 12.210
Previous Close: 11.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.75%
1 Month
  -22.18%
3 Months
  -20.97%
YTD
  -12.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.790 11.750
1M High / 1M Low: 18.150 11.750
6M High / 6M Low: 18.880 11.750
High (YTD): 4/8/2022 18.880
Low (YTD): 6/23/2022 11.750
52W High: - -
52W Low: - -
Avg. price 1W:   12.840
Avg. volume 1W:   0.000
Avg. price 1M:   15.511
Avg. volume 1M:   0.000
Avg. price 6M:   16.390
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.51%
Volatility 6M:   83.40%
Volatility 1Y:   -
Volatility 3Y:   -