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Goldman Sachs Call 70 HEN3 21.06..../  DE000GK7FSC1  /

EUWAX
2024-06-19  10:06:41 AM Chg.-0.04 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.33EUR -2.92% -
Bid Size: -		 -
Ask Size: -		 HENKEL AG+CO.KGAA VZ... 70.00 - 2024-06-21 Call
 

Master data

WKN: GK7FSC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2022-07-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.45
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.34
Implied volatility: 2.91
Historic volatility: 0.16
Parity: 1.34
Time value: 0.19
Break-even: 85.30
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 65.59
Spread abs.: 0.20
Spread %: 15.04%
Delta: 0.82
Theta: -1.18
Omega: 4.47
Rho: 0.00
 

Quote data

Open: 1.33
High: 1.33
Low: 1.33
Previous Close: 1.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.33%
1 Month
  -5.67%
3 Months  
+182.98%
YTD  
+141.82%
1 Year  
+56.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.50 1.32
1M High / 1M Low: 1.52 1.26
6M High / 6M Low: 1.52 0.16
High (YTD): 2024-06-11 1.52
Low (YTD): 2024-03-04 0.16
52W High: 2024-06-11 1.52
52W Low: 2024-03-04 0.16
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   0.67
Avg. volume 6M:   0.00
Avg. price 1Y:   0.61
Avg. volume 1Y:   0.00
Volatility 1M:   66.24%
Volatility 6M:   232.98%
Volatility 1Y:   182.77%
Volatility 3Y:   -