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

Frankfurt Zert./GS
7/1/2022  7:15:11 PM Chg.+0.020 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
13.570EUR +0.15% 14.000
Bid Size: 20,000
14.030
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: 1.20
Intrinsic value: 10.69
Implied volatility: 0.83
Historic volatility: 0.16
Parity: 10.69
Time value: 3.32
Break-even: 7,501.00
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.21%
Delta: 0.56
Theta: -1.12
Omega: 2.88
Rho: 12.03
 

Quote data

Open: 13.060
High: 13.620
Low: 13.040
Previous Close: 13.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.60%
1 Month
  -24.40%
3 Months
  -21.29%
YTD
  -14.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 14.650 13.550
1M High / 1M Low: 18.050 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:   14.084
Avg. volume 1W:   0.000
Avg. price 1M:   14.664
Avg. volume 1M:   0.000
Avg. price 6M:   16.319
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.57%
Volatility 6M:   84.13%
Volatility 1Y:   -
Volatility 3Y:   -