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Goldman Sachs Call 70 DWD 21.06.2.../  DE000GP4U634  /

EUWAX
2024-06-14  9:24:11 AM Chg.+0.01 Bid9:46:20 AM Ask9:46:20 AM Underlying Strike price Expiration date Option type
2.35EUR +0.43% 2.34
Bid Size: 10,000		 2.37
Ask Size: 10,000		 MORGAN STANLEY D... 70.00 - 2024-06-21 Call
 

Master data

WKN: GP4U63
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MORGAN STANLEY DL-,01
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2023-05-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.87
Implied volatility: 2.82
Historic volatility: 0.22
Parity: 1.87
Time value: 0.51
Break-even: 93.80
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 17.78
Spread abs.: 0.02
Spread %: 0.85%
Delta: 0.79
Theta: -0.72
Omega: 2.94
Rho: 0.01
 

Quote data

Open: 2.35
High: 2.35
Low: 2.35
Previous Close: 2.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.62%
1 Month
  -12.64%
3 Months  
+25.67%
YTD  
+5.38%
1 Year  
+14.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.53 2.34
1M High / 1M Low: 2.91 2.34
6M High / 6M Low: 2.91 1.38
High (YTD): 2024-05-22 2.91
Low (YTD): 2024-01-18 1.38
52W High: 2024-05-22 2.91
52W Low: 2023-10-27 0.64
Avg. price 1W:   2.44
Avg. volume 1W:   0.00
Avg. price 1M:   2.63
Avg. volume 1M:   0.00
Avg. price 6M:   2.03
Avg. volume 6M:   0.00
Avg. price 1Y:   1.78
Avg. volume 1Y:   0.00
Volatility 1M:   44.13%
Volatility 6M:   90.49%
Volatility 1Y:   107.03%
Volatility 3Y:   -