Goldman Sachs Call 6200 UKX 16.09.../  DE000GX1E5K6  /

Frankfurt Zert./GS
6/27/2022  7:18:58 PM Chg.+0.340 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
12.210EUR +2.86% 12.170
Bid Size: 20,000
12.200
Ask Size: 20,000
FTSE 100 6,200.00 - 9/16/2022 Call
 

Master data

WKN: GX1E5K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Call
Strike price: 6,200.00 -
Maturity: 9/16/2022
Issue date: 9/13/2021
Last trading day: 9/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 5.91
Leverage: Yes

Calculated values

Fair value: 3.25
Intrinsic value: 10.09
Implied volatility: 0.84
Historic volatility: 0.16
Parity: 10.09
Time value: 2.10
Break-even: 7,419.00
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 0.25%
Delta: 0.61
Theta: -2.01
Omega: 3.58
Rho: 6.99
 

Quote data

Open: 12.180
High: 12.560
Low: 12.090
Previous Close: 11.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.15%
1 Month
  -24.49%
3 Months
  -20.04%
YTD
  -14.91%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 12.210 9.760
1M High / 1M Low: 16.520 9.760
6M High / 6M Low: 17.280 9.760
High (YTD): 4/8/2022 17.280
Low (YTD): 6/23/2022 9.760
52W High: - -
52W Low: - -
Avg. price 1W:   11.146
Avg. volume 1W:   0.000
Avg. price 1M:   13.417
Avg. volume 1M:   0.000
Avg. price 6M:   14.771
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.58%
Volatility 6M:   98.24%
Volatility 1Y:   -
Volatility 3Y:   -