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Goldman Sachs Call 80 DWD 21.06.2.../  DE000GP20067  /

EUWAX
2024-06-14  10:06:48 AM Chg.-0.03 Bid5:13:22 PM Ask5:13:22 PM Underlying Strike price Expiration date Option type
1.39EUR -2.11% 1.43
Bid Size: 50,000		 1.44
Ask Size: 50,000		 MORGAN STANLEY D... 80.00 - 2024-06-21 Call
 

Master data

WKN: GP2006
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MORGAN STANLEY DL-,01
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.12
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.87
Implied volatility: 2.05
Historic volatility: 0.22
Parity: 0.87
Time value: 0.58
Break-even: 94.50
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 26.67
Spread abs.: 0.02
Spread %: 1.40%
Delta: 0.69
Theta: -0.64
Omega: 4.24
Rho: 0.01
 

Quote data

Open: 1.39
High: 1.39
Low: 1.39
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.03%
1 Month
  -22.35%
3 Months  
+34.95%
YTD
  -3.47%
1 Year  
+0.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.42
1M High / 1M Low: 2.00 1.42
6M High / 6M Low: 2.00 0.69
High (YTD): 2024-05-22 2.00
Low (YTD): 2024-01-18 0.69
52W High: 2024-05-22 2.00
52W Low: 2023-11-01 0.26
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.71
Avg. volume 1M:   0.00
Avg. price 6M:   1.20
Avg. volume 6M:   0.00
Avg. price 1Y:   1.05
Avg. volume 1Y:   0.00
Volatility 1M:   71.78%
Volatility 6M:   136.38%
Volatility 1Y:   156.66%
Volatility 3Y:   -