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

Frankfurt Zert./GS
8/15/2022  4:30:47 PM Chg.-0.210 Bid5:21:12 PM Ask5:21:12 PM Underlying Strike price Expiration date Option type
16.860EUR -1.23% 16.980
Bid Size: 50,000
17.000
Ask Size: 50,000
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: 4.56
Leverage: Yes

Calculated values

Fair value: 12.68
Intrinsic value: 13.46
Implied volatility: 0.55
Historic volatility: 0.16
Parity: 13.46
Time value: 2.88
Break-even: 7,734.00
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 0.18%
Delta: 0.77
Theta: -2.46
Omega: 3.51
Rho: 13.85
 

Quote data

Open: 17.130
High: 17.130
Low: 16.580
Previous Close: 17.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.99%
1 Month  
+20.95%
3 Months
  -3.27%
YTD  
+6.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 16.290 15.190
1M High / 1M Low: 16.290 12.150
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:   15.870
Avg. volume 1W:   0.000
Avg. price 1M:   14.249
Avg. volume 1M:   0.000
Avg. price 6M:   15.883
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.85%
Volatility 6M:   87.00%
Volatility 1Y:   -
Volatility 3Y:   -