Goldman Sachs Call 6300 UKX 19.08.../  DE000GX1E5D1  /

EUWAX
6/24/2022  10:14:14 AM Chg.+0.30 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
9.19EUR +3.37% -
Bid Size: -
-
Ask Size: -
FTSE 100 6,300.00 - 8/19/2022 Call
 

Master data

WKN: GX1E5D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Call
Strike price: 6,300.00 -
Maturity: 8/19/2022
Issue date: 9/13/2021
Last trading day: 8/18/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 6.60
Leverage: Yes

Calculated values

Fair value: 4.30
Intrinsic value: 9.09
Implied volatility: 0.82
Historic volatility: 0.16
Parity: 9.09
Time value: 1.84
Break-even: 7,393.00
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 0.27%
Delta: 0.63
Theta: -2.88
Omega: 4.16
Rho: 5.20
 

Quote data

Open: 9.19
High: 9.19
Low: 9.19
Previous Close: 8.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.16%
1 Month
  -35.33%
3 Months
  -34.87%
YTD
  -29.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 9.93 8.89
1M High / 1M Low: 15.46 8.89
6M High / 6M Low: 15.87 8.89
High (YTD): 4/8/2022 15.87
Low (YTD): 6/23/2022 8.89
52W High: - -
52W Low: - -
Avg. price 1W:   9.25
Avg. volume 1W:   0.00
Avg. price 1M:   12.67
Avg. volume 1M:   0.00
Avg. price 6M:   13.61
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.98%
Volatility 6M:   84.28%
Volatility 1Y:   -
Volatility 3Y:   -